0001752724-20-115302.txt : 20200605
0001752724-20-115302.hdr.sgml : 20200605
20200605154151
ACCESSION NUMBER: 0001752724-20-115302
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191031
FILED AS OF DATE: 20200605
PERIOD START: 20200731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BLACKROCK FUNDS
CENTRAL INDEX KEY: 0000844779
IRS NUMBER: 510318674
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05742
FILM NUMBER: 20946023
BUSINESS ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
BUSINESS PHONE: 800-441-7762
MAIL ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
FORMER COMPANY:
FORMER CONFORMED NAME: COMPASS CAPITAL FUNDS\
DATE OF NAME CHANGE: 19961114
FORMER COMPANY:
FORMER CONFORMED NAME: PNC FUND
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: NCP FUNDS
DATE OF NAME CHANGE: 19890511
0000844779
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Cree Inc
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FirstService Corp
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CMS Energy Corp
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H2O Retailing Corp
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Equifax Inc
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Essent Group Ltd
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Fastenal Co
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HomeServe PLC
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Isuzu Motors Ltd
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Graco Inc
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j2 Global Inc
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AGL Energy Ltd
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Iluka Resources Ltd
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Justsystems Corp
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East West Bancorp Inc
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Iyo Bank Ltd/The
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Bank OZK
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Cummins Inc
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Fujitsu Ltd
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Cheniere Energy Inc
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Keikyu Corp
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JPMorgan Chase & Co
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Jardine Matheson Holdings Ltd
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Jabil Inc
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Barclays PLC
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Keisei Electric Railway Co Ltd
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Catalent Inc
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KDDI Corp
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CCL Industries Inc
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CSR Ltd
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KBC Group NV
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Fox Corporation
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Kansai Electric Power Co Inc/The
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Amazon.com Inc
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John Wood Group PLC
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Hulic Co Ltd
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Japan Real Estate Investment Corp
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Kaneka Corp
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Fancl Corp
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Kerry Logistics Network Ltd
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Kajima Corp
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Invesco Ltd
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Keihan Holdings Co Ltd
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Kone OYJ
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LPL Financial Holdings Inc
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Kose Corp
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Kinnevik AB
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Landis+Gyr Group AG
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LivaNova PLC
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Daicel Corp
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LiveRamp Holdings Inc
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AXA SA
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Johnson Controls International plc
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Franco-Nevada Corp
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Lloyds Banking Group PLC
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Keppel REIT
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Magellan Financial Group Ltd
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Live Nation Entertainment Inc
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Lonza Group AG
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Lockheed Martin Corp
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Diamondback Energy Inc
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Fortinet Inc
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Liberty Media Corp-Liberty Formula One
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Kintetsu Group Holdings Co Ltd
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Cintas Corp
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Moody's Corp
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Microchip Technology Inc
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MSC Industrial Direct Co Inc
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Loews Corp
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Moneysupermarket.com Group PLC
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Nitto Denko Corp
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Maruha Nichiro Corp
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Kyushu Railway Co
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Mitsubishi Motors Corp
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Mapletree Logistics Trust
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MS&AD Insurance Group Holdings Inc
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Electric Power Development Co Ltd
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Murphy Oil Corp
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Kobe Steel Ltd
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McDonald's Corp
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CNH Industrial NV
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dormakaba Holding AG
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Maruichi Steel Tube Ltd
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Nikon Corp
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Coles Group Ltd
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New York Times Co/The
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LendLease Group
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NextEra Energy Inc
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McKesson Corp
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Melco Resorts & Entertainment Ltd
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Hachijuni Bank Ltd/The
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Magnolia Oil & Gas Corp
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Nibe Industrier AB
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Monolithic Power Systems Inc
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Liberty Broadband Corp
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Nifco Inc/Japan
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Norsk Hydro ASA
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MTU Aero Engines AG
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NWS Holdings Ltd
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Monster Beverage Corp
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Nutanix, Inc. Class A
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National Instruments Corp
37604.00000000
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Nippon Shokubai Co Ltd
1200.00000000
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Oil Search Ltd
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NOF Corp
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FLSmidth & Co A/S
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Nissan Motor Co Ltd
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Nishi-Nippon Railroad Co Ltd
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Marathon Oil Corp
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Prudential Financial Inc
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Penumbra Inc
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Federal Realty Investment Trust
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Orient Corp
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PacWest Bancorp
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Harvey Norman Holdings Ltd
5556.00000000
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15676.34000000
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Nokia OYJ
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PRADA SpA
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Rational AG
112.00000000
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85215.57000000
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NTN Corp
36900.00000000
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114410.37000000
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Avnet Inc
1270.00000000
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50241.20000000
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Paylocity Holding Corp
1006.00000000
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103215.60000000
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Regal Beloit Corp
12776.00000000
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946062.80000000
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Post Holdings Inc
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Hitachi Ltd
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Onex Corp
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NVIDIA Corp
4914.00000000
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Outokumpu OYJ
14006.00000000
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39796.66000000
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Peloton Interactive Inc
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Rexford Industrial Realty Inc
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Dunkin' Brands Group Inc
25527.00000000
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Georg Fischer AG
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Rockwool International A/S
713.00000000
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140131.71000000
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Pandora A/S
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Relo Group Inc
1100.00000000
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26920.77000000
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Proofpoint Inc
3551.00000000
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409678.87000000
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Perspecta Inc
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Eisai Co Ltd
1300.00000000
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94105.68000000
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Rolls-Royce Holdings PLC
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RLJ Lodging Trust
6213.00000000
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101955.33000000
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Parker-Hannifin Corp
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Ibiden Co Ltd
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Sartorius AG
1688.00000000
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328015.40000000
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OZ Minerals Ltd
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7688.00000000
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Intesa Sanpaolo SpA
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Norfolk Southern Corp
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SCOR SE
21512.00000000
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907357.36000000
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JFE Holdings Inc
73400.00000000
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Pernod Ricard SA
144.00000000
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26601.56000000
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Publicis Groupe SA
25660.00000000
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1104368.63000000
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Euronav NV
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AEON Financial Service Co Ltd
6700.00000000
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102110.65000000
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Reckitt Benckiser Group PLC
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Groupe Bruxelles Lambert SA
32573.00000000
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3272147.49000000
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Japan Airlines Co Ltd
700.00000000
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21813.46000000
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Hirose Electric Co Ltd
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Halma PLC
14303.00000000
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347068.38000000
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Realty Income Corp
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Safran SA
8421.00000000
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1333801.22000000
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RTL Group SA
329.00000000
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Shimadzu Corp
900.00000000
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24035.48000000
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Sanrio Co Ltd
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Greggs PLC
36165.00000000
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30472.00000000
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34638.00000000
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126800.00000000
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592693.52000000
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SAP SE
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Shikoku Electric Power Co Inc
8500.00000000
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84263.93000000
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First American Financial Corp
9002.00000000
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556143.56000000
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Pluralsight Inc
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ASOS PLC
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Skandinaviska Enskilda Banken AB
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PPG Industries Inc
1428.00000000
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178671.36000000
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Sanwa Holdings Corp
17700.00000000
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207012.46000000
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Sealed Air Corp
411.00000000
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17167.47000000
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14327.00000000
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3696222.73000000
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Kerry Group PLC
3136.00000000
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379137.65000000
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CDK Global Inc
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Restaurant Brands International Inc
16278.00000000
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M3 Inc
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Getlink SE
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Bank Hapoalim BM
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SUMCO Corp
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Stifel Financial Corp
3707.00000000
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207517.86000000
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Insulet Corp
387.00000000
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56238.84000000
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Scotts Miracle-Gro Co/The
930.00000000
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93362.70000000
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Konica Minolta Inc
30600.00000000
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224597.82000000
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Swatch Group AG/The
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Maeda Corp
16800.00000000
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155917.75000000
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Kyocera Corp
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Shiga Bank Ltd/The
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Quilter PLC
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REA Group Ltd
5758.00000000
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432134.11000000
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Match Group Inc
5261.00000000
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384000.39000000
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Rollins Inc
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Schindler Holding A.G.
744.00000000
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176189.41000000
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SGS SA
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Synovus Financial Corp
72294.00000000
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2448597.78000000
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St James's Place PLC
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STMicroelectronics NV
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Silicon Laboratories Inc
2540.00000000
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269849.60000000
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Tandem Diabetes Care Inc
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TCF Financial Corp
1091.00000000
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43192.69000000
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SmileDirectClub Inc
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SLM Corp
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Standard Life Aberdeen PLC
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SYNNEX Corp
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SBM Offshore NV
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Tohoku Electric Power Co Inc
20100.00000000
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206583.32000000
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Puma SE
2570.00000000
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193333.30000000
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Taiyo Nippon Sanso Corp
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Rotork PLC
291608.00000000
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Quanta Services Inc
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Teledyne Technologies Inc
11553.00000000
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3807868.80000000
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Nippon Electric Glass Co Ltd
54900.00000000
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Taisho Pharmaceutical Holdings Co Ltd
2700.00000000
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Swire Pacific Ltd
19000.00000000
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181113.33000000
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Swiss Life Holding AG
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Nippon Shinyaku Co Ltd
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Sundrug Co Ltd
2900.00000000
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Tourmaline Oil Corp
2236.00000000
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SOITEC
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Kellogg Co
3470.00000000
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220449.10000000
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TLG Immobilien AG
8247.00000000
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241444.26000000
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SKY Perfect JSAT Holdings Inc
32200.00000000
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132985.92000000
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Sumitomo Rubber Industries Ltd
17100.00000000
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226639.17000000
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Stroeer SE & Co KGaA
3898.00000000
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314055.48000000
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Metro Inc
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Nippon Television Holdings Inc
15700.00000000
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205336.20000000
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Mitsubishi Tanabe Pharma Corp
7000.00000000
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83777.99000000
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Toray Industries Inc
-2100.00000000
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Southern Co/The
-310.00000000
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Molina Healthcare Inc
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Lam Research Corp
8265.00000000
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2240145.60000000
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Switch Inc
1090.00000000
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16099.30000000
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Segro PLC
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Kinden Corp
3100.00000000
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46632.83000000
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Sunrise Communications Group AG
39143.00000000
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3045536.10000000
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Louisiana-Pacific Corp
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Dufry AG
3685.00000000
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320505.28000000
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Sumitomo Osaka Cement Co Ltd
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Mitsubishi Gas Chemical Co Inc
37100.00000000
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523366.44000000
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Nemetschek SE
5247.00000000
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267714.49000000
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VEREIT Inc
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USD
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Nomura Real Estate Master Fund Inc
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USD
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Proximus SADP
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VF Corp
1446.00000000
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118991.34000000
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Teleperformance
7392.00000000
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1677122.08000000
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Pool Corp
235.00000000
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48739.00000000
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Novo Nordisk A/S
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Suntec Real Estate Investment Trust
1072900.00000000
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1465696.78000000
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Omron Corp
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Toyo Suisan Kaisha Ltd
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Weir Group PLC/The
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Takeda Pharmaceutical Co Ltd
3800.00000000
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137305.60000000
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Treasury Wine Estates Ltd
1231.00000000
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14923.59000000
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Wendel SA
151.00000000
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21411.37000000
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Nippon Express Co Ltd
3400.00000000
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193988.96000000
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Wintrust Financial Corp
4621.00000000
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294912.22000000
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Hologic Inc
11996.00000000
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579526.76000000
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WestRock Co
23107.00000000
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863508.59000000
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Q2 Holdings Inc
13289.00000000
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950030.61000000
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Pirelli & C SpA
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Subsea 7 SA
87626.00000000
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823220.93000000
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Mazda Motor Corp
25900.00000000
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237770.17000000
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ONE Gas Inc
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Travis Perkins PLC
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T Rowe Price Group Inc
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Howard Hughes Corp/The
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Premier, Inc. Class A
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Citizens Financial Group Inc
44742.00000000
USD
1573128.72000000
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Vail Resorts Inc
958.00000000
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222610.46000000
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Wartsila OYJ Abp
7733.00000000
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81697.24000000
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Tokyo Electron Ltd
1500.00000000
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303897.87000000
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Sumitomo Metal Mining Co Ltd
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Rogers Communications Inc
6335.00000000
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298256.28000000
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Kao Corp
8800.00000000
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707508.09000000
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Workday Inc
4103.00000000
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665342.48000000
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Telefonica Deutschland Holding AG
493192.00000000
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1564911.82000000
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Umicore SA
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Daido Steel Co Ltd
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Webster Financial Corp
25514.00000000
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1125167.40000000
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RenaissanceRe Holdings Ltd
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Trade Desk Inc/The
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Nasdaq Inc
215.00000000
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21450.55000000
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Qube Holdings Ltd
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Twitter Inc
3476.00000000
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104175.72000000
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Topcon Corp
13000.00000000
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179251.19000000
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Tradeweb Markets Inc
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Telephone & Data Systems Inc
4769.00000000
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124423.21000000
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Schroders PLC
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Sysmex Corp
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Tokyu Fudosan Holdings Corp
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Willis Towers Watson PLC
440.00000000
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82236.00000000
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Under Armour Inc
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UDG Healthcare PLC
30161.00000000
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302341.72000000
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Ubiquiti Inc
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Telia Co AB
-37232.00000000
USD
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Vienna Insurance Group AG Wiener Versicherung Gruppe
22.00000000
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596.24000000
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Roper Technologies Inc
283.00000000
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95359.68000000
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Wynn Resorts Ltd
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XEROX HOLDINGS CORP
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Zardoya Otis SA
6529.00000000
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49503.29000000
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Zalando SE
2978.00000000
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129117.13000000
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MercadoLibre Inc
315.00000000
USD
164278.80000000
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Toromont Industries Ltd
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WiseTech Global Ltd
3506.00000000
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62963.36000000
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Life Storage Inc
11226.00000000
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1222735.92000000
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Walmart Inc
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Shimizu Corp
18900.00000000
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176185.83000000
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Schindler Holding AG
294.00000000
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72028.93000000
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Suedzucker AG
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Signify NV
5990.00000000
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175507.33000000
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XPO Logistics Inc
295.00000000
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22538.00000000
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Sherwin-Williams Co/The
1628.00000000
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931736.96000000
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Seven Group Holdings Ltd
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Veolia Environnement SA
22698.00000000
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597496.67000000
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Pilot Corp
1500.00000000
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60836.42000000
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LafargeHolcim Ltd
33374.00000000
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1722714.76000000
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USS Co Ltd
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Suntory Beverage & Food Ltd
1500.00000000
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64126.21000000
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Ventas Inc
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USD
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Yum! Brands Inc
6718.00000000
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683287.78000000
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Simon Property Group Inc
10262.00000000
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1546278.16000000
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Spark Infrastructure Group
123214.00000000
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171825.04000000
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Skyworks Solutions Inc
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Henkel AG & Co KGaA
3428.00000000
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356075.62000000
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Stanley Electric Co Ltd
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Fabege AB
14254.00000000
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212875.71000000
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T-Mobile US Inc
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American Airlines Group Inc
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Vishay Intertechnology Inc
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Archer-Daniels-Midland Co
-91100.00000000
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Guardant Health Inc
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USD
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Svenska Handelsbanken AB
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Hyatt Hotels Corp
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Teck Resources Ltd
5176.00000000
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81819.39000000
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Yamaha Motor Co Ltd
15200.00000000
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297508.46000000
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Healthcare Trust of America Inc
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Union Pacific Corp
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TDK Corp
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Asahi Glass Co Ltd
28100.00000000
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987997.88000000
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Assa Abloy AB
65658.00000000
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1559270.16000000
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ASR Nederland NV
9187.00000000
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336782.49000000
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Yamato Kogyo Co Ltd
700.00000000
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18159.17000000
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Anthem Inc
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Challenger Ltd/Australia
21245.00000000
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116522.71000000
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Crane Co
4438.00000000
USD
339595.76000000
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Analog Devices Inc
2735.00000000
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291633.05000000
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Booking Holdings Inc
29.00000000
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59414.33000000
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Enphase Energy Inc
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USD
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Banco BPM SpA
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USD
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Universal Display Corp
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TELUS Corp
44211.00000000
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1572610.55000000
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United Urban Investment Corp
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ConocoPhillips
4601.00000000
USD
253975.20000000
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Wyndham Hotels & Resorts Inc
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USD
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Inter Pipeline Ltd
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USD
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Huntington Ingalls Industries Inc
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TransUnion
1040.00000000
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85924.80000000
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Hiscox Ltd
-26139.00000000
USD
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DuPont de Nemours Inc
5230.00000000
USD
344709.30000000
USD
Hill-Rom Holdings Inc
3333.00000000
USD
348931.77000000
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Ariake Japan Co Ltd
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Isetan Mitsukoshi Holdings Ltd
72100.00000000
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575009.54000000
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Brembo SpA
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USD
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ConvaTec Group PLC
25805.00000000
USD
65924.61000000
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FactSet Research Systems Inc
4590.00000000
USD
1163656.80000000
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EOG Resources Inc
11094.00000000
USD
768925.14000000
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Dechra Pharmaceuticals PLC
38561.00000000
USD
1315377.00000000
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Brother Industries Ltd
5100.00000000
USD
95849.55000000
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Ford Motor Co
50073.00000000
USD
430127.07000000
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Baxter International Inc
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USD
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adidas AG
834.00000000
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257514.78000000
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Cochlear Ltd
4499.00000000
USD
656359.03000000
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frontdoor Inc
776.00000000
USD
37426.48000000
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Consolidated Edison Inc
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USD
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USD
Everbridge Inc
-1952.00000000
USD
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Iridium Communications Inc
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USD
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Kansai Mirai Financial Group Inc
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USD
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Hino Motors Ltd
1200.00000000
USD
11345.17000000
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Mowi ASA
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USD
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Discovery Inc
34676.00000000
USD
934691.58000000
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Evonik Industries AG
38315.00000000
USD
1009751.27000000
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Home Depot Inc/The
1699.00000000
USD
398551.42000000
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Eversource Energy
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USD
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Compass Group PLC
19345.00000000
USD
515043.03000000
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Johnson & Johnson
9365.00000000
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1236554.60000000
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Appian Corp
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USD
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Brown & Brown Inc
11659.00000000
USD
439311.12000000
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Domino's Pizza Inc
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USD
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Champion REIT
31000.00000000
USD
20545.95000000
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DXC Technology Co
3772.00000000
USD
104371.24000000
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Vistra Energy Corp
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USD
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IAA INC
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USD
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Liberty Media Corp-Liberty SiriusXM
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USD
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IG Group Holdings PLC
12978.00000000
USD
106817.44000000
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IDEXX Laboratories Inc
421.00000000
USD
119989.21000000
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Madison Square Garden Co/The
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USD
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USD
Entergy Corp
-12080.00000000
USD
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IDEX Corp
11885.00000000
USD
1848474.05000000
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NN Group NV
7246.00000000
USD
276484.85000000
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IWG PLC
17006.00000000
USD
84711.33000000
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Euronext NV
872.00000000
USD
70346.08000000
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Public Service Enterprise Group Inc
-21641.00000000
USD
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ISS A/S
36326.00000000
USD
951058.91000000
USD
Japan Airport Terminal Co Ltd
-7700.00000000
USD
-380353.34000000
USD
Kusuri no Aoki Holdings Co Ltd
-11400.00000000
USD
-850181.27000000
USD
Sanderson Farms Inc
-9667.00000000
USD
-1496548.27000000
USD
Ecolab Inc
12313.00000000
USD
2364957.91000000
USD
Oji Holdings Corp
92200.00000000
USD
476696.05000000
USD
Regions Financial Corp
3050.00000000
USD
49105.00000000
USD
Ansell Ltd
20140.00000000
USD
382997.82000000
USD
Siltronic AG
-1668.00000000
USD
-158859.24000000
USD
Santander Consumer USA Holdings Inc
-8681.00000000
USD
-217719.48000000
USD
Bellway PLC
17483.00000000
USD
715569.10000000
USD
Datadog Inc
-15851.00000000
USD
-532435.09000000
USD
Globe Life Inc
1482.00000000
USD
144243.06000000
USD
Alphabet, Inc. Class A
366.00000000
USD
460720.80000000
USD
FirstCash Inc
1143.00000000
USD
96457.77000000
USD
STORE Capital Corp
-3090.00000000
USD
-125145.00000000
USD
Koei Tecmo Holdings Co Ltd
-11700.00000000
USD
-269971.21000000
USD
Insurance Australia Group Ltd
-2787.00000000
USD
-15270.17000000
USD
Fuji Media Holdings Inc
17300.00000000
USD
233767.86000000
USD
Tomra Systems ASA
21447.00000000
USD
578067.02000000
USD
Citizen Watch Co Ltd
91500.00000000
USD
486464.69000000
USD
Fuji Seal International Inc
700.00000000
USD
17387.79000000
USD
Fluor Corp
11581.00000000
USD
186569.91000000
USD
FireEye Inc
-19670.00000000
USD
-311572.80000000
USD
KION Group AG
-4570.00000000
USD
-304077.44000000
USD
Grocery Outlet Holding Corp
-3076.00000000
USD
-98124.40000000
USD
Macy's Inc
8063.00000000
USD
122235.08000000
USD
Emerson Electric Co
-564.00000000
USD
-39564.60000000
USD
Mid-America Apartment Communities Inc
-1896.00000000
USD
-263525.04000000
USD
Link Administration Holdings Ltd
-159477.00000000
USD
-614974.91000000
USD
Okta Inc
-1376.00000000
USD
-150080.32000000
USD
Grand City Properties SA
4582.00000000
USD
107270.79000000
USD
Hysan Development Co Ltd
9000.00000000
USD
35471.20000000
USD
AvalonBay Communities Inc
-955.00000000
USD
-207865.30000000
USD
Mercury Systems Inc
336.00000000
USD
24749.76000000
USD
LEG Immobilien AG
475.00000000
USD
54560.33000000
USD
Leroy Seafood Group ASA
60329.00000000
USD
405259.90000000
USD
Legal & General Group PLC
-366926.00000000
USD
-1254277.29000000
USD
HubSpot Inc
3372.00000000
USD
522997.20000000
USD
Eastman Chemical Co
6077.00000000
USD
462095.08000000
USD
Ichigo Inc
-33700.00000000
USD
-134223.54000000
USD
Mineral Resources Ltd
-6492.00000000
USD
-63854.78000000
USD
JBG SMITH Properties
-88551.00000000
USD
-3565063.26000000
USD
Kyushu Financial Group Inc
-6600.00000000
USD
-26640.09000000
USD
Element Solutions Inc
-12648.00000000
USD
-137357.28000000
USD
Nufarm Ltd/Australia
-55841.00000000
USD
-227876.42000000
USD
Intuit Inc
3146.00000000
USD
810095.00000000
USD
Cimpress NV
118.00000000
USD
15590.16000000
USD
Nomura Research Institute, Ltd.
-3300.00000000
USD
-70061.33000000
USD
Lintec Corp
14200.00000000
USD
298239.75000000
USD
Park Hotels & Resorts Inc
31999.00000000
USD
743976.75000000
USD
GoDaddy Inc
10233.00000000
USD
665451.99000000
USD
Koninklijke DSM NV
2285.00000000
USD
271201.95000000
USD
Kandenko Co Ltd
17200.00000000
USD
162632.24000000
USD
Lundin Mining Corp
-7255.00000000
USD
-36630.29000000
USD
Obic Co Ltd
-500.00000000
USD
-62602.61000000
USD
Nagoya Railroad Co Ltd
-3100.00000000
USD
-98542.36000000
USD
Pioneer Natural Resources Co
-6532.00000000
USD
-803566.64000000
USD
Izumi Co Ltd
14400.00000000
USD
541704.27000000
USD
Marriott Vacations Worldwide Corp
-1110.00000000
USD
-122022.30000000
USD
United Parcel Service Inc
577.00000000
USD
66453.09000000
USD
Micron Technology Inc
-3050.00000000
USD
-145027.50000000
USD
Melrose Industries PLC
-87342.00000000
USD
-241385.92000000
USD
Markel Corp
36.00000000
USD
42156.00000000
USD
Mylan NV
4583.00000000
USD
87764.45000000
USD
Lagardere SCA
5059.00000000
USD
113046.18000000
USD
MetLife Inc
8500.00000000
USD
397715.00000000
USD
Rexel SA
3125.00000000
USD
38742.20000000
USD
Murata Manufacturing Co Ltd
-15900.00000000
USD
-865725.64000000
USD
Reliance Steel & Aluminum Co
804.00000000
USD
93296.16000000
USD
MINEBEA MITSUMI Inc
-24000.00000000
USD
-455797.01000000
USD
Odakyu Electric Railway Co Ltd
-2400.00000000
USD
-58421.23000000
USD
NGK Insulators Ltd
-7300.00000000
USD
-112148.14000000
USD
OCI NV
-18096.00000000
USD
-406877.11000000
USD
NEXTDC Ltd
-487638.00000000
USD
-2155000.73000000
USD
Nexity SA
6423.00000000
USD
332443.05000000
USD
Newell Brands Inc
-6954.00000000
USD
-131917.38000000
USD
ONEOK Inc
-2151.00000000
USD
-150204.33000000
USD
Nippon Steel Corp
2200.00000000
USD
32110.15000000
USD
Scentre Group
36466.00000000
USD
96348.47000000
USD
Seino Holdings Co Ltd
12200.00000000
USD
156867.46000000
USD
SES SA
-34566.00000000
USD
-670058.49000000
USD
MKS Instruments Inc
-222.00000000
USD
-24024.84000000
USD
Sega Sammy Holdings Inc
-1100.00000000
USD
-15480.40000000
USD
Ralph Lauren Corp
2282.00000000
USD
219208.92000000
USD
RELX PLC
-99372.00000000
USD
-2391184.21000000
USD
NET One Systems Co Ltd
-900.00000000
USD
-24264.50000000
USD
SimCorp A/S
2473.00000000
USD
221278.48000000
USD
Motorola Solutions Inc
8365.00000000
USD
1391266.80000000
USD
J Sainsbury PLC
275059.00000000
USD
724856.03000000
USD
SJM Holdings Ltd
-71000.00000000
USD
-75845.12000000
USD
James Hardie Industries PLC
5370.00000000
USD
92225.44000000
USD
Service Properties Trust
-1156.00000000
USD
-29246.80000000
USD
TeamViewer AG
-25495.00000000
USD
-672761.82000000
USD
SSP GROUP PLC
94422.00000000
USD
778616.28000000
USD
Tosoh Corp
2300.00000000
USD
31492.76000000
USD
Taiheiyo Cement Corp
3000.00000000
USD
84866.91000000
USD
Sekisui House, Ltd.
-14400.00000000
USD
-310527.05000000
USD
Royal Gold Inc
853.00000000
USD
98470.32000000
USD
Siemens AG
-2344.00000000
USD
-270497.58000000
USD
Procter & Gamble Co/The
3001.00000000
USD
373654.51000000
USD
Stadler Rail AG
-29483.00000000
USD
-1432159.51000000
USD
Square Enix Holdings Co Ltd
-5900.00000000
USD
-280770.63000000
USD
Sun Communities Inc
-15801.00000000
USD
-2570032.65000000
USD
Lightspeed POS Inc
-1853.00000000
USD
-48340.35000000
USD
TGS NOPEC Geophysical Co ASA
10382.00000000
USD
269634.06000000
USD
TFI International Inc
32117.00000000
USD
1023423.04000000
USD
Techtronic Industries Co Ltd
114500.00000000
USD
894818.39000000
USD
Tobu Railway Co Ltd
-4500.00000000
USD
-150164.58000000
USD
Tokyo Broadcasting System Holdings Inc
8200.00000000
USD
130752.47000000
USD
Verisk Analytics Inc
8372.00000000
USD
1211428.40000000
USD
Tokai Carbon Co Ltd
-32400.00000000
USD
-327203.57000000
USD
Tokyu Corp
-1100.00000000
USD
-20804.96000000
USD
thyssenkrupp AG
-12058.00000000
USD
-171954.11000000
USD
WestJet Airlines Ltd
-7063.00000000
USD
-164254.57000000
USD
Tokyo Gas Co Ltd
-1000.00000000
USD
-24411.02000000
USD
Urban Outfitters Inc
-1525.00000000
USD
-43767.50000000
USD
SL Green Realty Corp
4067.00000000
USD
340001.20000000
USD
TUI AG
-9494.00000000
USD
-124203.02000000
USD
Toho Gas Co Ltd
-1800.00000000
USD
-70107.41000000
USD
United Airlines Holdings Inc
2939.00000000
USD
266978.76000000
USD
Vulcan Materials Co
1062.00000000
USD
151727.94000000
USD
Stericycle Inc
-19310.00000000
USD
-1112256.00000000
USD
Veeva Systems, Inc. Class A
1791.00000000
USD
254017.53000000
USD
Toro Co/The
-432.00000000
USD
-33320.16000000
USD
Waste Management Inc
-4457.00000000
USD
-500119.97000000
USD
Unum Group
14498.00000000
USD
399274.92000000
USD
TreeHouse Foods Inc
-1856.00000000
USD
-100261.12000000
USD
Zendesk Inc
744.00000000
USD
52563.60000000
USD
Walt Disney Co/The
-2446.00000000
USD
-317784.32000000
USD
VTech Holdings Ltd
-33800.00000000
USD
-296352.15000000
USD
Orora Ltd
-69549.00000000
USD
-148240.80000000
USD
Zoetis Inc
18127.00000000
USD
2318805.84000000
USD
Ube Industries Ltd
91700.00000000
USD
1963403.25000000
USD
Xinyi Glass Holdings Ltd
-24000.00000000
USD
-26984.14000000
USD
TV Asahi Holdings Corp
11400.00000000
USD
178055.82000000
USD
T&D Holdings Inc
64300.00000000
USD
716156.26000000
USD
Vicinity Centres
166722.00000000
USD
306888.89000000
USD
Yamato Holdings Co Ltd
47500.00000000
USD
796698.89000000
USD
United Internet AG
-8639.00000000
USD
-260797.14000000
USD
Primerica Inc
-3295.00000000
USD
-415763.10000000
USD
Woodward Inc
637.00000000
USD
67942.42000000
USD
Weyerhaeuser Co
-28273.00000000
USD
-825854.33000000
USD
Zenkoku Hosho Co Ltd
9800.00000000
USD
409139.96000000
USD
Sumitomo Heavy Industries Ltd
1000.00000000
USD
31062.03000000
USD
UCB SA
40261.00000000
USD
3244988.60000000
USD
Skanska AB
-49981.00000000
USD
-1064936.99000000
USD
Sodexo SA
142.00000000
USD
15615.53000000
USD
Shochiku Co Ltd
-900.00000000
USD
-132057.33000000
USD
Y
Multi - See Part E
Multi - See Part E
2023-02-20
0.00000000
USD
0.00000000
USD
5617008.00000000
USD
-1883225.15000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ND8
690000.00000000
PA
USD
696900.00000000
0.112897934809
Long
DBT
UST
US
N
2
2020-05-15
Fixed
3.50000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
12480.00000000
NS
USD
393120.00000000
0.063685516045
Long
EC
CORP
US
Y
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TE9
15000000.00000000
PA
USD
14938259.55000000
2.420000936778
Long
DBT
UST
US
N
2
2020-02-06
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TB5
25000000.00000000
PA
USD
24918986.00000000
4.036880552363
Long
DBT
UST
US
N
2
2020-01-16
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796RT8
6000000.00000000
PA
USD
5984009.16000000
0.969410641475
Long
DBT
UST
US
N
2
2020-01-02
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796SW0
15000000.00000000
PA
USD
14974840.50000000
2.425927057754
Long
DBT
UST
US
N
2
2019-12-12
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TC3
1490000.00000000
PA
USD
1484786.40000000
0.240535684019
Long
DBT
UST
US
N
2
2020-01-23
None
0.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828MP2
15000000.00000000
PA
USD
15081445.35000000
2.443197064076
Long
DBT
UST
US
N
2
2020-02-15
Fixed
3.63000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
TRS:BlackRock Global Long/Short Equity Fund - GS
000000000
8432123.00000000
OU
Notional Amount
USD
542038.35000000
0.087810317552
N/A
DE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
BlackRock Global Long/Short Equity Fund - GS
RTGLGST
Adelaide Brighton Ltd
115256.00000000
USD
244796.39000000
USD
HomeServe PLC
140573.00000000
USD
2110437.76000000
USD
Adyen NV
-399.00000000
USD
-280902.04000000
USD
ACS Actividades de Construccion y Servicios SA
2281.00000000
USD
92558.70000000
USD
Hess Corp
-32381.00000000
USD
-2129050.75000000
USD
Analog Devices Inc
5535.00000000
USD
590197.05000000
USD
AMN Healthcare Services Inc
5322.00000000
USD
312720.72000000
USD
AEON Financial Service Co Ltd
11300.00000000
USD
172216.47000000
USD
Aaron's Inc
-772.00000000
USD
-57845.96000000
USD
Appian Corp
-7196.00000000
USD
-321229.44000000
USD
Extended Stay America Inc
110384.00000000
USD
1568556.64000000
USD
Aflac Inc
-14202.00000000
USD
-754978.32000000
USD
ConvaTec Group PLC
37425.00000000
USD
95610.47000000
USD
Aristocrat Leisure Ltd
171056.00000000
USD
3729880.70000000
USD
AGL Energy Ltd
1626.00000000
USD
22195.90000000
USD
American Electric Power Co Inc
-2862.00000000
USD
-270144.18000000
USD
AMERCO
-126.00000000
USD
-51035.04000000
USD
ANA Holdings Inc
-6400.00000000
USD
-219766.13000000
USD
Boskalis Westminster
-21232.00000000
USD
-467338.81000000
USD
Atmos Energy Corp
-3282.00000000
USD
-369159.36000000
USD
Aegon NV
349887.00000000
USD
1517926.66000000
USD
Amazon.com Inc
837.00000000
USD
1487064.42000000
USD
Alps Alpine Co Ltd
-900.00000000
USD
-19294.74000000
USD
ASOS PLC
-3871.00000000
USD
-177945.95000000
USD
Antofagasta PLC
2859.00000000
USD
32200.07000000
USD
American Airlines Group Inc
-35283.00000000
USD
-1060606.98000000
USD
ASM International NV
2242.00000000
USD
226042.38000000
USD
Aspen Technology Inc
946.00000000
USD
108894.06000000
USD
Acerinox SA
12794.00000000
USD
119948.19000000
USD
Aker BP ASA
3864.00000000
USD
107177.23000000
USD
ASX Ltd
-2777.00000000
USD
-157627.56000000
USD
Citizen Watch Co Ltd
106800.00000000
USD
567807.96000000
USD
Babcock International Group PLC
41231.00000000
USD
296129.13000000
USD
BCE Inc
22489.00000000
USD
1066823.11000000
USD
Atlas Copco AB
-19282.00000000
USD
-598287.96000000
USD
Ariake Japan Co Ltd
-1300.00000000
USD
-100916.16000000
USD
Capita PLC
-695892.00000000
USD
-1407667.99000000
USD
Anheuser-Busch InBev SA/NV
-572.00000000
USD
-46170.35000000
USD
Brown & Brown Inc
29558.00000000
USD
1113745.44000000
USD
Allegion PLC
16813.00000000
USD
1950980.52000000
USD
Apple Hospitality REIT Inc
74267.00000000
USD
1223920.16000000
USD
Carvana Co
-16422.00000000
USD
-1331495.76000000
USD
Cargurus Inc
5116.00000000
USD
171846.44000000
USD
Bayer AG
2789.00000000
USD
216359.93000000
USD
Baloise Holding AG
-2900.00000000
USD
-536364.89000000
USD
Cornerstone OnDemand Inc
2378.00000000
USD
139279.46000000
USD
Best Buy Co Inc
-3507.00000000
USD
-251907.81000000
USD
City Developments Ltd
-467300.00000000
USD
-3700637.82000000
USD
Chugoku Bank Ltd/The
-80800.00000000
USD
-789567.23000000
USD
Apartment Investment & Management Co
-750.00000000
USD
-41160.00000000
USD
ASR Nederland NV
18682.00000000
USD
684855.84000000
USD
First American Financial Corp
35787.00000000
USD
2210920.86000000
USD
Challenger Ltd/Australia
44888.00000000
USD
246197.77000000
USD
CubeSmart
16131.00000000
USD
511352.70000000
USD
Cirrus Logic Inc
9602.00000000
USD
652551.92000000
USD
Carlisle Cos Inc
2724.00000000
USD
414783.48000000
USD
Alliance Data Systems Corp
2398.00000000
USD
239800.00000000
USD
Booking Holdings Inc
171.00000000
USD
350339.67000000
USD
Aptiv PLC
738.00000000
USD
66087.90000000
USD
Calbee Inc
5400.00000000
USD
180498.87000000
USD
Barclays PLC
-1334048.00000000
USD
-2893645.76000000
USD
Bombardier Inc
-376577.00000000
USD
-474616.82000000
USD
Chr Hansen Holding A/S
10852.00000000
USD
833169.63000000
USD
Fincantieri SpA
-80280.00000000
USD
-84714.55000000
USD
American Tower Corp
3885.00000000
USD
847240.80000000
USD
Delivery Hero SE
-15569.00000000
USD
-730539.30000000
USD
Cummins Inc
-1378.00000000
USD
-237677.44000000
USD
Cheniere Energy Inc
-57939.00000000
USD
-3566145.45000000
USD
Cintas Corp
177.00000000
USD
47554.59000000
USD
Curtiss-Wright Corp
4826.00000000
USD
652716.50000000
USD
Brink's Co/The
-231.00000000
USD
-19625.76000000
USD
Cloudflare Inc
-70968.00000000
USD
-1195101.12000000
USD
Avnet Inc
1961.00000000
USD
77577.16000000
USD
DXC Technology Co
11982.00000000
USD
331541.94000000
USD
AP Moller - Maersk A/S
669.00000000
USD
853377.59000000
USD
Coty Inc
-34609.00000000
USD
-404579.21000000
USD
CIT Group Inc
22410.00000000
USD
961164.90000000
USD
Boston Scientific Corp
-42054.00000000
USD
-1753651.80000000
USD
Daiwa House REIT Investment Corp
-243.00000000
USD
-707568.10000000
USD
Alcoa Corp
58032.00000000
USD
1206485.28000000
USD
Chipotle Mexican Grill Inc
46.00000000
USD
35795.36000000
USD
Brother Industries Ltd
4100.00000000
USD
77055.52000000
USD
AvalonBay Communities Inc
-3243.00000000
USD
-705871.38000000
USD
Air Lease Corp
-44853.00000000
USD
-1972634.94000000
USD
Aareal Bank AG
-1008.00000000
USD
-33840.27000000
USD
Dunkin' Brands Group Inc
20019.00000000
USD
1573893.78000000
USD
DuPont de Nemours Inc
1747.00000000
USD
115144.77000000
USD
Deere & Co
-9968.00000000
USD
-1735827.52000000
USD
Dufry AG
5504.00000000
USD
478713.99000000
USD
Beazley PLC
-410793.00000000
USD
-3122158.66000000
USD
Banco BPM SpA
-167443.00000000
USD
-381160.75000000
USD
Arconic Inc
-103412.00000000
USD
-2840727.64000000
USD
CANCOM SE
526.00000000
USD
28131.46000000
USD
Duke Realty Corp
-5219.00000000
USD
-183395.66000000
USD
Deutsche Bank AG
-66968.00000000
USD
-485633.85000000
USD
East West Bancorp Inc
57831.00000000
USD
2482106.52000000
USD
Alteryx Inc
-1432.00000000
USD
-131028.00000000
USD
Cameco Corp
-57447.00000000
USD
-512927.43000000
USD
Ball Corp
12109.00000000
USD
847266.73000000
USD
Budweiser Brewing Co APAC Ltd
-74900.00000000
USD
-273851.29000000
USD
Cinemark Holdings Inc
11181.00000000
USD
409224.60000000
USD
Barratt Developments PLC
-7296.00000000
USD
-59665.26000000
USD
American Homes 4 Rent
-5933.00000000
USD
-157046.51000000
USD
Brambles Ltd
-19179.00000000
USD
-158553.72000000
USD
Ambu A/S
-19652.00000000
USD
-308922.53000000
USD
Comerica Inc
378.00000000
USD
24728.76000000
USD
AusNet Services
151239.00000000
USD
193187.89000000
USD
Baxter International Inc
-8100.00000000
USD
-621270.00000000
USD
Copart Inc
12534.00000000
USD
1035809.76000000
USD
Cabot Corp
900.00000000
USD
39231.00000000
USD
DENTSPLY SIRONA Inc
-3255.00000000
USD
-178308.90000000
USD
Electric Power Development Co Ltd
20400.00000000
USD
495320.40000000
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Edenred
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22510.00000000
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2945.00000000
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Everbridge Inc
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7853.00000000
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12269.00000000
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Elekta AB
46437.00000000
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Crimson Wine Group Ltd
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Extra Space Storage Inc
337.00000000
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37834.99000000
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Hologic Inc
14239.00000000
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687886.09000000
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15089.56000000
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FirstService Corp
724.00000000
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Emerson Electric Co
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20670.00000000
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308695.17000000
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-31113.00000000
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Fluor Corp
18874.00000000
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304060.14000000
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AAK AB
3638.00000000
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Georg Fischer AG
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144000.00000000
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Empire Co Ltd
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Omega Healthcare Investors Inc
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Hill-Rom Holdings Inc
18373.00000000
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Experian PLC
342047.00000000
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Eisai Co Ltd
6200.00000000
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Equity Residential
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Guardant Health Inc
-22011.00000000
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Globe Life Inc
36993.00000000
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3600528.69000000
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Gaztransport Et Technigaz SA
2364.00000000
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215687.64000000
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Hewlett Packard Enterprise Co
-40910.00000000
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Fujitsu Ltd
-300.00000000
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Fuji Media Holdings Inc
58500.00000000
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790486.68000000
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IG Group Holdings PLC
43443.00000000
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357564.35000000
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Huntington Ingalls Industries Inc
-9663.00000000
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Fox Corporation
-43378.00000000
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Eldorado Resorts Inc
-14455.00000000
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Ibiden Co Ltd
-1900.00000000
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Restaurant Brands International Inc
31641.00000000
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2070081.98000000
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boohoo Group PLC
146418.00000000
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500512.36000000
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Fastenal Co
-45732.00000000
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Graco Inc
3571.00000000
USD
161409.20000000
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Intesa Sanpaolo SpA
-311450.00000000
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GN Store Nord A/S
14917.00000000
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656242.88000000
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IBERIABANK Corp
13913.00000000
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1021075.07000000
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Erie Indemnity Co
-178.00000000
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Glory Ltd
11400.00000000
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335645.05000000
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Iren SpA
25400.00000000
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78810.20000000
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Federal Realty Investment Trust
-5573.00000000
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EOG Resources Inc
3697.00000000
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256239.07000000
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Jabil Inc
-11506.00000000
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DCC PLC
20125.00000000
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1887311.16000000
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Hongkong Land Holdings Ltd
9800.00000000
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53835.26000000
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CDK Global Inc
-12622.00000000
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Bellway PLC
20431.00000000
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836229.04000000
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FLSmidth & Co A/S
4582.00000000
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164234.43000000
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H2O Retailing Corp
9400.00000000
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106610.37000000
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Mabuchi Motor Co Ltd
500.00000000
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20258.52000000
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GS Yuasa Corp
8300.00000000
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151311.22000000
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Safran SA
17955.00000000
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2843890.37000000
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First Solar Inc
-93038.00000000
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Freenet AG
47286.00000000
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1050115.52000000
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Honeywell International Inc
3031.00000000
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523544.63000000
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Groupe Bruxelles Lambert SA
28311.00000000
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2844004.77000000
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Align Technology Inc
-3843.00000000
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Bandai Namco Holdings Inc
-21500.00000000
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Hong Kong Exchanges & Clearing Ltd
-29500.00000000
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Janus Henderson Group PLC
-8538.00000000
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General Dynamics Corp
10128.00000000
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1790630.40000000
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Iyo Bank Ltd/The
-41500.00000000
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-219275.50000000
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Hachijuni Bank Ltd/The
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Alphabet, Inc. Class A
32.00000000
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40281.60000000
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JM AB
-81947.00000000
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Essent Group Ltd
4282.00000000
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223049.38000000
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Johnson & Johnson
13282.00000000
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1753755.28000000
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House Foods Group Inc
700.00000000
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26531.62000000
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Infrastrutture Wireless Italiane SpA
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Japan Airport Terminal Co Ltd
-6100.00000000
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Facebook, Inc. Class A
12046.00000000
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2308615.90000000
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Indra Sistemas SA
-16528.00000000
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Daicel Corp
20600.00000000
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184152.33000000
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GMO internet Inc
-1000.00000000
USD
-16804.82000000
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Kansai Mirai Financial Group Inc
-48500.00000000
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-315539.51000000
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Jacobs Engineering Group Inc
-2858.00000000
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-267451.64000000
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Hang Seng Bank Ltd
-26400.00000000
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HEICO Corporporation
18713.00000000
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2308061.42000000
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Darling Ingredients Inc
1529.00000000
USD
29509.70000000
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Bank of America Corp
-93977.00000000
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-2938660.79000000
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Iridium Communications Inc
-9791.00000000
USD
-239585.77000000
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Idemitsu Kosan Co Ltd
600.00000000
USD
17637.16000000
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Brembo SpA
-8070.00000000
USD
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Fancl Corp
3700.00000000
USD
104558.37000000
USD
Kerry Group PLC
9501.00000000
USD
1148656.51000000
USD
Macerich Co/The
2309.00000000
USD
63497.50000000
USD
IDEX Corp
19337.00000000
USD
3007483.61000000
USD
Kajima Corp
38900.00000000
USD
534586.08000000
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Mazda Motor Corp
47400.00000000
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435146.95000000
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LafargeHolcim Ltd
18281.00000000
USD
943637.22000000
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Hulic Co Ltd
15000.00000000
USD
162851.19000000
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EMS-Chemie Holding AG
-126.00000000
USD
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Flex Ltd
-29108.00000000
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JBG SMITH Properties
-158956.00000000
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InterXion Holding NV
-39816.00000000
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Coupa Software Inc
2444.00000000
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336025.56000000
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Amcor PLC
105957.00000000
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1014578.80000000
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Fox Corp
-25404.00000000
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Minth Group Ltd
-176000.00000000
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Imerys SA
9631.00000000
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372032.66000000
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Insulet Corp
554.00000000
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80507.28000000
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HealthEquity Inc
639.00000000
USD
36288.81000000
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Ferrari NV
5412.00000000
USD
866769.30000000
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Japan Real Estate Investment Corp
-142.00000000
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Dow Inc
-2319.00000000
USD
-117086.31000000
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Liberty Media Corp-Liberty Formula One
-22633.00000000
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-961902.50000000
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Isuzu Motors Ltd
20200.00000000
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234722.14000000
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Chewy Inc
-45124.00000000
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Straumann Holding AG
3554.00000000
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3175434.01000000
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First Horizon National Corp
123117.00000000
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1966178.49000000
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MongoDB Inc
-180.00000000
USD
-22998.60000000
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Interpump Group SpA
651.00000000
USD
17846.06000000
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Arista Networks Inc
-501.00000000
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CK Asset Holdings Ltd
2500.00000000
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17394.27000000
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Molina Healthcare Inc
-897.00000000
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-105523.08000000
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Konica Minolta Inc
47200.00000000
USD
346438.46000000
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Knorr-Bremse AG
-8210.00000000
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-828581.67000000
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Monolithic Power Systems Inc
406.00000000
USD
60867.52000000
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American Financial Group Inc/OH
2953.00000000
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307230.12000000
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JXTG Holdings Inc
805000.00000000
USD
3762762.49000000
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Keikyu Corp
-1400.00000000
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-27867.87000000
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Jardine Matheson Holdings Ltd
-1500.00000000
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-85516.52000000
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adidas AG
2723.00000000
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840782.66000000
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Manhattan Associates Inc
6533.00000000
USD
489648.35000000
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Nufarm Ltd/Australia
-22605.00000000
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National Instruments Corp
42023.00000000
USD
1739331.97000000
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CBRE Group Inc
3411.00000000
USD
182659.05000000
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MSC Industrial Direct Co Inc
8340.00000000
USD
610571.40000000
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Kone OYJ
59050.00000000
USD
3760055.61000000
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Applus Services SA
8381.00000000
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101279.43000000
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Kyushu Financial Group Inc
-4000.00000000
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-16145.51000000
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PacWest Bancorp
27497.00000000
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1017114.03000000
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JPMorgan Chase & Co
-7757.00000000
USD
-969004.44000000
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Kinder Morgan Inc/DE
-29965.00000000
USD
-598700.70000000
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M3 Inc
-4300.00000000
USD
-103042.44000000
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Link Administration Holdings Ltd
-22569.00000000
USD
-87030.54000000
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Insurance Australia Group Ltd
-47891.00000000
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-262398.17000000
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Mitsubishi Motors Corp
42100.00000000
USD
192220.22000000
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Keppel REIT
218400.00000000
USD
194138.97000000
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Lockheed Martin Corp
1606.00000000
USD
604948.08000000
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John Wood Group PLC
51118.00000000
USD
224439.62000000
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Loews Corp
-10431.00000000
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-511119.00000000
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Kobe Bussan Co Ltd
-6600.00000000
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-195299.05000000
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Kellogg Co
7942.00000000
USD
504555.26000000
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Melexis NV
-203.00000000
USD
-14244.47000000
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MercadoLibre Inc
270.00000000
USD
140810.40000000
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Ansell Ltd
20999.00000000
USD
399333.23000000
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Kirin Holdings Co Ltd
58200.00000000
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1234674.92000000
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Novo Nordisk A/S
-6841.00000000
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-376177.66000000
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Koninklijke DSM NV
9667.00000000
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1147356.32000000
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MKS Instruments Inc
-5931.00000000
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-641852.82000000
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LiveRamp Holdings Inc
-8085.00000000
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-316042.65000000
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Nissan Motor Co Ltd
49000.00000000
USD
309218.40000000
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Micron Technology Inc
-2558.00000000
USD
-121632.90000000
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Magellan Financial Group Ltd
15637.00000000
USD
518646.97000000
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Proximus SADP
-45857.00000000
USD
-1409220.41000000
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Moneysupermarket.com Group PLC
172690.00000000
USD
768411.36000000
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LendLease Group
-15233.00000000
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-196897.30000000
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Alten SA
2901.00000000
USD
319115.71000000
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Monster Beverage Corp
-43872.00000000
USD
-2462535.36000000
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Kusuri no Aoki Holdings Co Ltd
-5600.00000000
USD
-417632.90000000
USD
Lightspeed POS Inc
-5641.00000000
USD
-147160.25000000
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LPL Financial Holdings Inc
-8497.00000000
USD
-686897.48000000
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NextEra Energy Inc
-8493.00000000
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OCI NV
-33551.00000000
USD
-754372.99000000
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KDDI Corp
3500.00000000
USD
96849.00000000
USD
Nippon Express Co Ltd
4000.00000000
USD
228222.30000000
USD
McKesson Corp
-13059.00000000
USD
-1736847.00000000
USD
AMC Networks Inc
12843.00000000
USD
559312.65000000
USD
ONE Gas Inc
-1495.00000000
USD
-138795.80000000
USD
TD Ameritrade Holding Corp
20521.00000000
USD
787595.98000000
USD
Northern Trust Corp
-5215.00000000
USD
-519831.20000000
USD
ORIX Corp
28300.00000000
USD
444731.42000000
USD
AMETEK Inc
11086.00000000
USD
1016031.90000000
USD
Justsystems Corp
-3400.00000000
USD
-139795.70000000
USD
Sanderson Farms Inc
-11174.00000000
USD
-1729846.94000000
USD
Edison International
-1158.00000000
USD
-72838.20000000
USD
Q2 Holdings Inc
6844.00000000
USD
489277.56000000
USD
Liberty Broadband Corp
-3341.00000000
USD
-394471.87000000
USD
Acadia Healthcare Co Inc
-12672.00000000
USD
-380033.28000000
USD
Kansai Electric Power Co Inc/The
70400.00000000
USD
821295.40000000
USD
CRH PLC
-57790.00000000
USD
-2104119.96000000
USD
London Stock Exchange Group PLC
2404.00000000
USD
216645.66000000
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AECOM
-691.00000000
USD
-27646.91000000
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AMP Ltd
-136387.00000000
USD
-172330.41000000
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Marriott Vacations Worldwide Corp
-12673.00000000
USD
-1393142.89000000
USD
Onex Corp
-2625.00000000
USD
-154319.15000000
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Mapletree Commercial Trust
-104900.00000000
USD
-179555.38000000
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Mineral Resources Ltd
-3797.00000000
USD
-37346.98000000
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Otsuka Holdings Co Ltd
6900.00000000
USD
287662.53000000
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Landis+Gyr Group AG
4060.00000000
USD
376984.08000000
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Nokia OYJ
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USD
-1535065.41000000
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Metro Inc
-52939.00000000
USD
-2238783.92000000
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Sartorius AG
5232.00000000
USD
1016692.30000000
USD
Prysmian SpA
-109870.00000000
USD
-2541545.21000000
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Rogers Communications Inc
23250.00000000
USD
1094626.45000000
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Ocado Group PLC
-162745.00000000
USD
-2805117.49000000
USD
Rational AG
407.00000000
USD
309667.29000000
USD
Pigeon Corp
-400.00000000
USD
-19527.33000000
USD
FamilyMart Co Ltd
-900.00000000
USD
-22325.58000000
USD
Quebecor Inc
35566.00000000
USD
826839.97000000
USD
Reliance Worldwide Corp Ltd
-15959.00000000
USD
-46438.58000000
USD
MasterCard, Inc. Class A
1342.00000000
USD
371479.02000000
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BASF SE
-3513.00000000
USD
-267055.45000000
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Assa Abloy AB
59394.00000000
USD
1410510.40000000
USD
Omron Corp
-4300.00000000
USD
-251557.62000000
USD
Pool Corp
344.00000000
USD
71345.60000000
USD
Microsoft Corp
26422.00000000
USD
3788122.14000000
USD
Reliance Steel & Aluminum Co
2289.00000000
USD
265615.56000000
USD
Lloyds Banking Group PLC
-2289968.00000000
USD
-1684514.36000000
USD
McDonald's Corp
19418.00000000
USD
3819520.60000000
USD
Puma SE
2446.00000000
USD
184005.15000000
USD
Keio Corp
-16200.00000000
USD
-1002187.34000000
USD
NTN Corp
145900.00000000
USD
452370.53000000
USD
ServiceNow Inc
8412.00000000
USD
2079951.12000000
USD
Pilot Corp
1600.00000000
USD
64892.19000000
USD
Aeon Mall Co Ltd
15100.00000000
USD
241585.30000000
USD
NiSource Inc
-120882.00000000
USD
-3389531.28000000
USD
Norsk Hydro ASA
22361.00000000
USD
79013.91000000
USD
Asahi Glass Co Ltd
51000.00000000
USD
1793163.41000000
USD
Renesas Electronics Corp
-7200.00000000
USD
-48741.65000000
USD
Sekisui House Reit Inc
-69.00000000
USD
-63682.18000000
USD
Rotork PLC
222637.00000000
USD
869435.91000000
USD
Liberty Media Corp-Liberty SiriusXM
-24410.00000000
USD
-1103087.90000000
USD
PSP Swiss Property AG
1145.00000000
USD
151557.88000000
USD
Paylocity Holding Corp
24269.00000000
USD
2489999.40000000
USD
Prosus NV
-18166.00000000
USD
-1252708.82000000
USD
Life Storage Inc
14666.00000000
USD
1597420.72000000
USD
ALS Ltd
10685.00000000
USD
59425.54000000
USD
Proofpoint Inc
505.00000000
USD
58261.85000000
USD
Bank of Kyoto Ltd/The
-31200.00000000
USD
-1234912.43000000
USD
Ralph Lauren Corp
1712.00000000
USD
164454.72000000
USD
Reata Pharmaceuticals Inc
-1025.00000000
USD
-211232.00000000
USD
Nabtesco Corp
-36500.00000000
USD
-1161970.18000000
USD
SES SA
-12057.00000000
USD
-233723.75000000
USD
Orora Ltd
-10288.00000000
USD
-21928.44000000
USD
Sealed Air Corp
1472.00000000
USD
61485.44000000
USD
MS&AD Insurance Group Holdings Inc
12900.00000000
USD
416556.68000000
USD
Invesco Ltd
79834.00000000
USD
1342807.88000000
USD
Greggs PLC
24293.00000000
USD
558767.82000000
USD
Reckitt Benckiser Group PLC
-4545.00000000
USD
-351699.45000000
USD
Moody's Corp
1283.00000000
USD
283145.27000000
USD
NOF Corp
-4900.00000000
USD
-165517.25000000
USD
NVIDIA Corp
2046.00000000
USD
411286.92000000
USD
Avast PLC
-15850.00000000
USD
-85105.05000000
USD
Seagate Technology PLC
-4936.00000000
USD
-286436.08000000
USD
RLJ Lodging Trust
194898.00000000
USD
3198276.18000000
USD
Sanwa Holdings Corp
25600.00000000
USD
299407.85000000
USD
Leroy Seafood Group ASA
140669.00000000
USD
944943.65000000
USD
Capri Holdings Ltd
-16381.00000000
USD
-508957.67000000
USD
Royal Bank of Scotland Group PLC
-336566.00000000
USD
-930348.70000000
USD
CCL Industries Inc
1743.00000000
USD
71739.45000000
USD
Sekisui House, Ltd.
-9200.00000000
USD
-198392.28000000
USD
salesforce.com Inc
19180.00000000
USD
3001478.20000000
USD
Slack Technologies Inc
-68479.00000000
USD
-1506538.00000000
USD
SL Green Realty Corp
7133.00000000
USD
596318.80000000
USD
Scentre Group
151892.00000000
USD
401320.74000000
USD
Nutanix, Inc. Class A
-914.00000000
USD
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Benesse Holdings Inc
19000.00000000
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508625.40000000
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Cochlear Ltd
3084.00000000
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449924.70000000
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Schindler Holding A.G.
1258.00000000
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297911.65000000
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Bezeq The Israeli Telecommunication Corp Ltd
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Eversource Energy
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Signify NV
9763.00000000
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286056.43000000
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S&P Global Inc
15095.00000000
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3894359.05000000
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Centrica PLC
771329.00000000
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725872.07000000
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Regal Beloit Corp
10592.00000000
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784337.60000000
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Progressive Corp/The
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Compass Group PLC
16412.00000000
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436954.58000000
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Nippon Shinyaku Co Ltd
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Standard Life Aberdeen PLC
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Sirius XM Holdings Inc
239226.00000000
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1607598.72000000
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Shizuoka Bank Ltd/The
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Madison Square Garden Co/The
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Subsea 7 SA
173983.00000000
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1634519.97000000
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Shikoku Electric Power Co Inc
5700.00000000
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56506.40000000
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CTS Eventim AG & Co KGaA
5266.00000000
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318940.22000000
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STORE Capital Corp
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Lintec Corp
23400.00000000
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491465.50000000
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Spirit Airlines Inc
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Stanley Electric Co Ltd
-6900.00000000
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Roper Technologies Inc
2269.00000000
USD
764562.24000000
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Nippon Television Holdings Inc
12700.00000000
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166099.99000000
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Asics Corp
-15100.00000000
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Sony Financial Holdings Inc
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Deutsche Wohnen SE
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Kao Corp
5800.00000000
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466312.15000000
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Brunswick Corp/DE
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Norfolk Southern Corp
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Stifel Financial Corp
6467.00000000
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362022.66000000
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Melrose Industries PLC
-693277.00000000
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Deutsche Post AG
12138.00000000
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429989.08000000
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SBM Offshore NV
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Carrefour SA
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LVMH Moet Hennessy Louis Vuitton SE
15498.00000000
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6618507.77000000
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Pentair PLC
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Sumitomo Metal Mining Co Ltd
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Kinden Corp
4500.00000000
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67692.82000000
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Suntory Beverage & Food Ltd
700.00000000
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29925.57000000
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Southern Co/The
-19436.00000000
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Smartsheet Inc
-878.00000000
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-34593.20000000
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Sun Communities Inc
-13581.00000000
USD
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Broadridge Financial Solutions Inc
2417.00000000
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302656.74000000
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Melco Resorts & Entertainment Ltd
18711.00000000
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403034.94000000
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Nippon Yusen KK
-900.00000000
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MISUMI Group Inc
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Medallia Inc
-11221.00000000
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T&D Holdings Inc
263600.00000000
USD
2935906.55000000
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Caterpillar Inc
-1354.00000000
USD
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Takeda Pharmaceutical Co Ltd
14500.00000000
USD
523929.27000000
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SBI Holdings Inc/Japan
-19300.00000000
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-419742.61000000
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SolarEdge Technologies Inc
-2659.00000000
USD
-225908.64000000
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Quilter PLC
-96949.00000000
USD
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Svenska Handelsbanken AB
-198353.00000000
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Techtronic Industries Co Ltd
110500.00000000
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863558.36000000
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Taiheiyo Cement Corp
11000.00000000
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311178.65000000
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Shochiku Co Ltd
-7800.00000000
USD
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Seven Group Holdings Ltd
-4682.00000000
USD
-60516.07000000
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Sysmex Corp
-8400.00000000
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Teck Resources Ltd
23662.00000000
USD
374036.02000000
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Trade Desk Inc/The
-3251.00000000
USD
-652800.80000000
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Avista Corp
57160.00000000
USD
2745394.80000000
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Seino Holdings Co Ltd
12500.00000000
USD
160724.86000000
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Siltronic AG
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Stericycle Inc
-80757.00000000
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-4651603.20000000
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Pernod Ricard SA
22420.00000000
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4141715.78000000
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Suntec Real Estate Investment Trust
953200.00000000
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1302173.71000000
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Pola Orbis Holdings Inc
53400.00000000
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1205013.46000000
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Swire Pacific Ltd
43000.00000000
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409888.05000000
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Stadler Rail AG
-3950.00000000
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-191874.30000000
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St James's Place PLC
-239411.00000000
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TCF Financial Corp
5511.00000000
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218180.49000000
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Coherent Inc
508.00000000
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75651.36000000
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Nitto Denko Corp
12100.00000000
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669441.05000000
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RenaissanceRe Holdings Ltd
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The Swatch Group AG
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Qube Holdings Ltd
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PS Business Parks Inc
-546.00000000
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Eastman Chemical Co
7575.00000000
USD
576003.00000000
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Transocean Ltd
-93668.00000000
USD
-444923.00000000
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Royal Dutch Shell PLC
970.00000000
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27935.77000000
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Citizens Financial Group Inc
72775.00000000
USD
2558769.00000000
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Target Corp
-5293.00000000
USD
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TIS Inc
-400.00000000
USD
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RingCentral, Inc. Class A
2833.00000000
USD
457586.16000000
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Dynatrace Inc
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Osisko Gold Royalties Ltd
-5.00000000
USD
-49.20000000
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Ube Industries Ltd
183000.00000000
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3918242.04000000
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Peloton Interactive Inc
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Eli Lilly & Co
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USD
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Taiyo Nippon Sanso Corp
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Relo Group Inc
6400.00000000
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156629.96000000
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CoStar Group Inc
7118.00000000
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3911483.36000000
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Tandem Diabetes Care Inc
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Japan Airlines Co Ltd
8500.00000000
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264877.75000000
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easyJet PLC
-10661.00000000
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Software AG
8587.00000000
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273160.99000000
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Dowa Holdings Co Ltd
-45600.00000000
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JD Sports Fashion PLC
54592.00000000
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543054.88000000
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Inter Pipeline Ltd
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189428.00000000
USD
6738062.26000000
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Isetan Mitsukoshi Holdings Ltd
79100.00000000
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630835.71000000
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Kinnevik AB
3705.00000000
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101396.97000000
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Kobe Steel Ltd
12800.00000000
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68819.48000000
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Quanta Services Inc
-100097.00000000
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Kintetsu Group Holdings Co Ltd
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Universal Display Corp
-190.00000000
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-53190.00000000
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Spotify Technology SA
-2438.00000000
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FinecoBank Banca Fineco SpA
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UDG Healthcare PLC
91319.00000000
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915405.46000000
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Teledyne Technologies Inc
6029.00000000
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1987158.40000000
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Union Pacific Corp
-13217.00000000
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934.00000000
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149757.56000000
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Afterpay Touch Group Ltd
-24320.00000000
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11062.00000000
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299799.92000000
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7200.00000000
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105087.78000000
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Tosoh Corp
1500.00000000
USD
20538.75000000
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Recruit Holdings Co Ltd
2500.00000000
USD
83085.10000000
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Archer-Daniels-Midland Co
-69804.00000000
USD
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3136.00000000
USD
795038.72000000
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32015.00000000
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338230.58000000
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KION Group AG
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Synopsys Inc
1303.00000000
USD
176882.25000000
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-400.00000000
USD
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4760.00000000
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432922.00000000
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2588.00000000
USD
194227.69000000
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USS Co Ltd
-84400.00000000
USD
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61895.00000000
USD
3272276.80000000
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11867.00000000
USD
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Ubiquiti Inc
-2057.00000000
USD
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619.00000000
USD
180786.17000000
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700.00000000
USD
396746.00000000
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10339.00000000
USD
494617.26000000
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USD
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Post Holdings Inc
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USD
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Unum Group
72213.00000000
USD
1988746.02000000
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Publicis Groupe SA
9870.00000000
USD
424790.27000000
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USD
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29118.00000000
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1111052.43000000
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Orient Corp
-73000.00000000
USD
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TDK Corp
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Getlink SE
-16720.00000000
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-6620.00000000
USD
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113.00000000
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3900.00000000
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22500.00000000
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887251.88000000
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23895.00000000
USD
579822.33000000
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21223.00000000
USD
1032074.49000000
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2905.00000000
USD
308627.20000000
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459393.00000000
USD
3788215.36000000
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87800.00000000
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1238586.89000000
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826.00000000
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2200.00000000
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21838.39000000
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USD
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6004.00000000
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74434.61000000
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13200.00000000
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206169.90000000
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8654.00000000
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275763.71000000
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7846.00000000
USD
1135316.20000000
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Valeo SA
-21934.00000000
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50205.00000000
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437902.63000000
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3023.00000000
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17000.00000000
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384604.00000000
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1220359.10000000
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2521.00000000
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674193.59000000
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-40452.00000000
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63935.00000000
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1731716.65000000
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30000.00000000
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3000.00000000
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36200.00000000
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499145.63000000
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191.00000000
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57422.00000000
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Workday Inc
129.00000000
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20918.64000000
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Veolia Environnement SA
33808.00000000
USD
889953.61000000
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USD
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1506.00000000
USD
27045.87000000
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Yamato Holdings Co Ltd
34000.00000000
USD
570268.68000000
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Zendesk Inc
1376.00000000
USD
97214.40000000
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2208.00000000
USD
16741.19000000
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53748.00000000
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1523082.47000000
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-199.00000000
USD
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12300.00000000
USD
513512.40000000
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14900.00000000
USD
291636.58000000
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745.00000000
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22618.20000000
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60852.00000000
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10883988.72000000
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-16500.00000000
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USD
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Roku Inc
-10423.00000000
USD
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18100.00000000
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171123.02000000
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1278.00000000
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95086.00000000
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57983.00000000
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USD
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620.00000000
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61857.40000000
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14159.00000000
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3600.00000000
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221986.41000000
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1323.00000000
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7881.00000000
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801576.51000000
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Willis Towers Watson PLC
2202.00000000
USD
411553.80000000
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Rexford Industrial Realty Inc
-578.00000000
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Euronav NV
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USD
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431.00000000
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6099.00000000
USD
581051.73000000
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Zoom Video Communications Inc
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Wilmar International Ltd
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USD
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2900.00000000
USD
75230.85000000
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79943.00000000
USD
493248.31000000
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6600.00000000
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171417.23000000
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SCOR SE
11098.00000000
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468103.95000000
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GoDaddy Inc
116569.00000000
USD
7580482.07000000
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9377.00000000
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476914.22000000
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SimCorp A/S
2306.00000000
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206335.69000000
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Spectrum Brands Holdings Inc
805.00000000
USD
40419.05000000
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Oji Holdings Corp
118700.00000000
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613707.39000000
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Hitachi Ltd
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USD
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GlaxoSmithKline PLC
52316.00000000
USD
1198294.61000000
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Guidewire Software Inc
-252.00000000
USD
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FireEye Inc
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USD
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Skyworks Solutions Inc
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USD
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Sundrug Co Ltd
19900.00000000
USD
658505.16000000
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Hexcel Corp
493.00000000
USD
36787.66000000
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AXA SA
-219364.00000000
USD
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Datadog Inc
-4082.00000000
USD
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Ichigo Inc
-45400.00000000
USD
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10700.00000000
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170616.03000000
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UCB SA
23467.00000000
USD
1891412.23000000
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5700.00000000
USD
23540.99000000
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USD
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-19506.00000000
USD
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9422.00000000
USD
244701.61000000
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Tokyu Corp
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USD
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9043.00000000
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577124.26000000
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GCI Liberty Inc
-69539.00000000
USD
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-36286.00000000
USD
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7000.00000000
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60458.00000000
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519334.22000000
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-5600.00000000
USD
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Tritax Big Box REIT PLC
-8988.00000000
USD
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Hitachi Metals Ltd
-26500.00000000
USD
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127257.00000000
USD
335357.15000000
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Hyatt Hotels Corp
-19161.00000000
USD
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-1664.00000000
USD
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USD
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967.00000000
USD
15297.94000000
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Interpublic Group of Cos Inc/The
130018.00000000
USD
2827891.50000000
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IWG PLC
11915.00000000
USD
59351.73000000
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Vonovia SE
-6194.00000000
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1158.00000000
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6295.00000000
USD
1428230.99000000
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HubSpot Inc
3021.00000000
USD
468557.10000000
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Howard Hughes Corp/The
-963.00000000
USD
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IDP Education Ltd
70905.00000000
USD
869087.28000000
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KBC Group NV
-71954.00000000
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-1161.00000000
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996.00000000
USD
231440.52000000
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714.00000000
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977502.00000000
USD
1994807.23000000
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Yakult Honsha Co Ltd
300.00000000
USD
17192.91000000
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DocuSign Inc
2719.00000000
USD
179970.61000000
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Yaskawa Electric Corp
-15200.00000000
USD
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Crane Co
12884.00000000
USD
985883.68000000
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Lincoln Electric Holdings Inc
-534.00000000
USD
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USD
Intuit Inc
8382.00000000
USD
2158365.00000000
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-78.00000000
USD
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Kandenko Co Ltd
8900.00000000
USD
84152.73000000
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2429.00000000
USD
279747.93000000
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Magnolia Oil & Gas Corp
-7839.00000000
USD
-76978.98000000
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Lam Research Corp
4416.00000000
USD
1196912.64000000
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HMS Holdings Corp
924.00000000
USD
30205.56000000
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Great Canadian Gaming Corp
-29957.00000000
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-947542.80000000
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Kaneka Corp
6800.00000000
USD
226362.31000000
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Macquarie Group Ltd
3020.00000000
USD
278858.97000000
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Walt Disney Co/The
-16354.00000000
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-2124711.68000000
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Izumi Co Ltd
6400.00000000
USD
240757.45000000
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Motorola Solutions Inc
1459.00000000
USD
242660.88000000
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Mowi ASA
-43062.00000000
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-1051227.34000000
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Match Group Inc
8220.00000000
USD
599977.80000000
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Japan Retail Fund Investment Corp
-12.00000000
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Maeda Corp
15800.00000000
USD
146636.93000000
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Scotts Miracle-Gro Co/The
1028.00000000
USD
103200.92000000
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Nippon Electric Glass Co Ltd
44300.00000000
USD
997926.10000000
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Weir Group PLC/The
-42079.00000000
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-734994.91000000
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Kyocera Corp
-18600.00000000
USD
-1220287.70000000
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Webster Financial Corp
23262.00000000
USD
1025854.20000000
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JFE Holdings Inc
12100.00000000
USD
151342.43000000
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NGK Insulators Ltd
-10300.00000000
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-158236.42000000
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Mid-America Apartment Communities Inc
-2790.00000000
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-387782.10000000
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Koei Tecmo Holdings Co Ltd
-20600.00000000
USD
-475333.92000000
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Franklin Resources Inc
-4095.00000000
USD
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Maruichi Steel Tube Ltd
800.00000000
USD
21846.66000000
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FirstCash Inc
2161.00000000
USD
182366.79000000
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HORIZON THERAPEUTICS PLC
-8094.00000000
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-233997.54000000
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Lagardere SCA
35014.00000000
USD
782407.40000000
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Kyushu Railway Co
-13100.00000000
USD
-432791.80000000
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Occidental Petroleum Corp
-48519.00000000
USD
-1965019.50000000
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NEXTDC Ltd
-26811.00000000
USD
-118484.87000000
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Logitech International SA
20535.00000000
USD
842901.80000000
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Perspecta Inc
-2959.00000000
USD
-78531.86000000
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Phoenix Group Holdings PLC
-256285.00000000
USD
-2340941.41000000
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Nomura Holdings Inc
-72700.00000000
USD
-330420.18000000
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Nexity SA
6993.00000000
USD
361945.24000000
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Pioneer Natural Resources Co
-8754.00000000
USD
-1076917.08000000
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Liberty Latin America Ltd
2.00000000
USD
37.38000000
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Live Nation Entertainment Inc
5788.00000000
USD
408054.00000000
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McDonald's Holdings Co Japan Ltd
-900.00000000
USD
-45173.32000000
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OMV AG
-2408.00000000
USD
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Qualys Inc
-215.00000000
USD
-18345.95000000
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Park24 Co Ltd
-3800.00000000
USD
-89742.51000000
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Mercury Systems Inc
479.00000000
USD
35283.14000000
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Nikon Corp
3000.00000000
USD
38250.90000000
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Rohm Co Ltd
-1200.00000000
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-95074.53000000
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NWS Holdings Ltd
89000.00000000
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132456.86000000
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Remy Cointreau SA
-1807.00000000
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-241817.65000000
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Rogers Corp
-7090.00000000
USD
-960553.20000000
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CNH Industrial NV
-91589.00000000
USD
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Credit Saison Co Ltd
32600.00000000
USD
472071.89000000
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Nordea Bank Abp
-90240.00000000
USD
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Schroders PLC
-18079.00000000
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RELX PLC
-149866.00000000
USD
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SGS SA
-641.00000000
USD
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Park Hotels & Resorts Inc
196904.00000000
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4578018.00000000
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Simon Property Group Inc
23112.00000000
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3482516.16000000
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Snap-on Inc
4682.00000000
USD
761620.94000000
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Skanska AB
-78305.00000000
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Oil Search Ltd
188843.00000000
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931994.32000000
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Svenska Cellulosa AB SCA
-130508.00000000
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-1331720.33000000
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SmileDirectClub Inc
-79973.00000000
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SAP SE
-13632.00000000
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Sunrise Communications Group AG
48441.00000000
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3768970.54000000
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-2700.00000000
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Synovus Financial Corp
26461.00000000
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896234.07000000
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Sumitomo Heavy Industries Ltd
700.00000000
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21743.42000000
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Siemens AG
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SUMCO Corp
-23300.00000000
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Tokai Carbon Co Ltd
-7400.00000000
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Tomra Systems ASA
33333.00000000
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898433.72000000
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1173.00000000
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14220.45000000
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Stroeer SE & Co KGaA
3316.00000000
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267164.69000000
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Umicore SA
-109461.00000000
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UniCredit SpA
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-533857.59000000
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Tyson Foods Inc
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TUI AG
-16723.00000000
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TransUnion
1275.00000000
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105340.50000000
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XEROX HOLDINGS CORP
-2229.00000000
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Volkswagen AG
479.00000000
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90550.22000000
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OZ Minerals Ltd
-3802.00000000
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Veeva Systems, Inc. Class A
19499.00000000
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2765543.17000000
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Tyler Technologies Inc
-88.00000000
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New York Times Co/The
-510.00000000
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-15759.00000000
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Smiths Group PLC
8723.00000000
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182342.37000000
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Wirecard AG
3288.00000000
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415984.24000000
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WestRock Co
57187.00000000
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2137078.19000000
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Mapletree Logistics Trust
-2448900.00000000
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-3022689.09000000
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Weyerhaeuser Co
-16495.00000000
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-481818.95000000
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Keihan Holdings Co Ltd
-16400.00000000
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-774356.95000000
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Nomura Real Estate Master Fund Inc
-91.00000000
USD
-173951.80000000
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PRADA SpA
-5800.00000000
USD
-19939.63000000
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Microchip Technology Inc
615.00000000
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57988.35000000
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MINEBEA MITSUMI Inc
-98400.00000000
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Mondi PLC
-101683.00000000
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-2108285.29000000
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Primerica Inc
-2695.00000000
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-340055.10000000
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Wm Morrison Supermarkets PLC
719844.00000000
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1859611.29000000
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Zoetis Inc
29807.00000000
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3812911.44000000
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Public Service Enterprise Group Inc
-44771.00000000
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-2834452.01000000
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TLG Immobilien AG
7997.00000000
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234125.10000000
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Wabtec Corp
1133.00000000
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78596.21000000
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Sumitomo Rubber Industries Ltd
13300.00000000
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176274.91000000
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Travis Perkins PLC
-3759.00000000
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-69820.18000000
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TPG Telecom Ltd
-46468.00000000
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Vistra Energy Corp
-2108.00000000
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-56979.24000000
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Nemetschek SE
7980.00000000
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407158.70000000
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Schibsted ASA
40369.00000000
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1185574.99000000
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Telephone & Data Systems Inc
26584.00000000
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693576.56000000
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Whitecap Resources Inc
4323.00000000
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12045.71000000
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STMicroelectronics NV
-73943.00000000
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Zalando SE
2977.00000000
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129073.77000000
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Seria Co Ltd
13600.00000000
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341847.50000000
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WestJet Airlines Ltd
-18585.00000000
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-432206.02000000
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Multi - See Part E
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2023-03-17
0.00000000
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0.00000000
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8432123.00000000
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-3770105.68000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
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000000000
358.00000000
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51861.25000000
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SG
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1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
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QZX9 Index
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13196925.36000000
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51861.25000000
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254900HROIFWPRGM1V77
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9128287G9
20000000.00000000
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19996949.60000000
3.239509703438
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US
N
2
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1.86000000
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N
N
N
N
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Italian Derivatives Market
8156005391EE905D3124
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000000000
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329.54000000
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N
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8156005391EE905D3124
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-566845.47000000
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329.54000000
N
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N
United States Treasury
254900HROIFWPRGM1V77
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912796WD7
50000000.00000000
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USD
49976762.50000000
8.096245192575
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DBT
UST
US
N
2
2019-11-12
None
0.00000000
N
N
N
N
N
N
NYSE EURONEXT - EURONEXT AMSTERDAM
724500V6UOK62XEZ2L78
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000000000
253.00000000
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-51496.10000000
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NL
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724500V6UOK62XEZ2L78
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EOX9 Index
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29151798.43000000
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-51496.10000000
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
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000000000
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-6589.50000000
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HK
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1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
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HIX9 Index
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-6694365.01000000
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-6589.50000000
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N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796WF2
115000000.00000000
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USD
114877014.40000000
18.61009855477
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DBT
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US
N
2
2019-11-26
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TQ2
4030000.00000000
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USD
4002752.74000000
0.648446718178
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DBT
UST
US
N
2
2020-04-09
None
0.00000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
TRS:BlackRock Global Long/Short Equity Fund - US Large Cap - GS
000000000
14.00000000
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N/A
DE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
BlackRock Global Long/Short Equity Fund - US Large Cap - GS
RTGLUSGST
Apartment Investment & Management Co
-14.00000000
USD
-768.32000000
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Y
Multi - See Part E
Multi - See Part E
2023-02-27
0.00000000
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0.00000000
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14.00000000
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47828.01000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
TRS:BlackRock Global Long/Short Equity Fund - UBS
000000000
3282922.60000000
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Notional Amount
USD
-639903.00000000
-0.10366440978
N/A
DE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
BlackRock Global Long/Short Equity Fund - UBS
RTGLUBT
Afterpay Touch Group Ltd
-14457.00000000
USD
-287000.72000000
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Babcock International Group PLC
30658.00000000
USD
220191.78000000
USD
Aegon NV
167662.00000000
USD
727373.75000000
USD
Asics Corp
-7600.00000000
USD
-130479.23000000
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Atlas Arteria Ltd
-90036.00000000
USD
-497940.90000000
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Ambu A/S
-1188.00000000
USD
-18674.94000000
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Adelaide Brighton Ltd
106180.00000000
USD
225519.54000000
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ALTICE EUROPE NV
-7909.00000000
USD
-45253.76000000
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AP Moller - Maersk A/S
828.00000000
USD
1056198.27000000
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Aristocrat Leisure Ltd
89828.00000000
USD
1958701.97000000
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ABN AMRO Bank NV
5484.00000000
USD
102222.08000000
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Allied Properties Real Estate Investment Trust
-31756.00000000
USD
-1291843.05000000
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Aker BP ASA
7349.00000000
USD
203841.98000000
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Amcor PLC
78784.00000000
USD
754386.93000000
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Bayer AG
5733.00000000
USD
444744.16000000
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a2 Milk Co Ltd
-41596.00000000
USD
-343610.95000000
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Bellway PLC
6419.00000000
USD
262725.96000000
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Canadian National Railway Co
-2759.00000000
USD
-246761.98000000
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ASM International NV
9504.00000000
USD
958209.99000000
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ASM Pacific Technology Ltd
1900.00000000
USD
26529.38000000
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Carrefour SA
-45965.00000000
USD
-782579.42000000
USD
Ariake Japan Co Ltd
-3800.00000000
USD
-294985.70000000
USD
Daido Steel Co Ltd
-2000.00000000
USD
-87276.03000000
USD
Brambles Ltd
-31142.00000000
USD
-257452.41000000
USD
ANA Holdings Inc
-19600.00000000
USD
-673033.76000000
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Electric Power Development Co Ltd
48200.00000000
USD
1170315.84000000
USD
COLOPL Inc
-16800.00000000
USD
-219554.05000000
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ASX Ltd
-12129.00000000
USD
-688464.05000000
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AMP Ltd
-36762.00000000
USD
-46450.25000000
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Cellnex Telecom SA
1622.00000000
USD
69987.41000000
USD
Capita PLC
-77336.00000000
USD
-156437.22000000
USD
Antofagasta PLC
3174.00000000
USD
35747.83000000
USD
Cie Generale des Etablissements Michelin SCA
-4350.00000000
USD
-529643.78000000
USD
AAK AB
15694.00000000
USD
278396.59000000
USD
AGL Energy Ltd
36435.00000000
USD
497360.09000000
USD
Challenger Ltd/Australia
7649.00000000
USD
41952.56000000
USD
Baloise Holding AG
-627.00000000
USD
-115965.79000000
USD
Fuji Seal International Inc
600.00000000
USD
14903.82000000
USD
CNH Industrial NV
-13632.00000000
USD
-148420.45000000
USD
Delivery Hero SE
-2851.00000000
USD
-133776.58000000
USD
Franco-Nevada Corp
3282.00000000
USD
318456.91000000
USD
Experian PLC
37223.00000000
USD
1173317.38000000
USD
Banco BPM SpA
-81882.00000000
USD
-186393.01000000
USD
Compass Group PLC
22869.00000000
USD
608866.34000000
USD
Ibiden Co Ltd
-16700.00000000
USD
-385615.25000000
USD
B&M European Value Retail SA
11460.00000000
USD
54978.04000000
USD
Getlink SE
-84130.00000000
USD
-1409251.25000000
USD
Deutsche Boerse AG
739.00000000
USD
114441.26000000
USD
Daiwa House REIT Investment Corp
-42.00000000
USD
-122295.72000000
USD
adidas AG
1704.00000000
USD
526145.30000000
USD
Air Canada
-29912.00000000
USD
-1065122.47000000
USD
George Weston Ltd
-544.00000000
USD
-43553.87000000
USD
Chewy Inc
-9127.00000000
USD
-225163.09000000
USD
77 Bank Ltd/The
-1400.00000000
USD
-22055.84000000
USD
DIC Corp
8600.00000000
USD
246347.93000000
USD
FirstService Corp
3966.00000000
USD
346163.06000000
USD
Charter Hall Group
-17844.00000000
USD
-139038.62000000
USD
Croda International PLC
-646.00000000
USD
-40305.03000000
USD
GS Yuasa Corp
8600.00000000
USD
156780.30000000
USD
Infrastrutture Wireless Italiane SpA
-10827.00000000
USD
-111093.22000000
USD
Groupe Bruxelles Lambert SA
10265.00000000
USD
1031179.02000000
USD
Champion REIT
27000.00000000
USD
17894.86000000
USD
Capital & Counties Properties PLC
-16856.00000000
USD
-55711.51000000
USD
Isetan Mitsukoshi Holdings Ltd
103300.00000000
USD
823834.75000000
USD
Elastic NV
3639.00000000
USD
262044.39000000
USD
Glencore PLC
24941.00000000
USD
75281.38000000
USD
Daicel Corp
31400.00000000
USD
280698.21000000
USD
Kinnevik AB
20504.00000000
USD
561145.33000000
USD
Evonik Industries AG
4400.00000000
USD
115957.34000000
USD
Berkeley Group Holdings PLC
619.00000000
USD
35282.63000000
USD
Kandenko Co Ltd
35400.00000000
USD
334719.85000000
USD
City Developments Ltd
-335200.00000000
USD
-2654512.73000000
USD
Lagardere SCA
34873.00000000
USD
779256.68000000
USD
Calbee Inc
7000.00000000
USD
233980.02000000
USD
Dentsu Inc
700.00000000
USD
25024.82000000
USD
Kyushu Financial Group Inc
-39500.00000000
USD
-159436.90000000
USD
EDP - Energias de Portugal SA
27919.00000000
USD
115004.75000000
USD
CANCOM SE
296.00000000
USD
15830.63000000
USD
Link Administration Holdings Ltd
-53676.00000000
USD
-206985.29000000
USD
Georg Fischer AG
-1867.00000000
USD
-1783081.02000000
USD
Citizen Watch Co Ltd
267000.00000000
USD
1419519.91000000
USD
Iyo Bank Ltd/The
-163700.00000000
USD
-864949.38000000
USD
KBC Group NV
-4133.00000000
USD
-290608.90000000
USD
JTEKT Corp
1400.00000000
USD
17856.14000000
USD
Keisei Electric Railway Co Ltd
-2300.00000000
USD
-94036.51000000
USD
Lightspeed POS Inc
-8276.00000000
USD
-215901.12000000
USD
GMO Payment Gateway Inc
-7100.00000000
USD
-523263.69000000
USD
ACS Actividades de Construccion y Servicios SA
7470.00000000
USD
303118.59000000
USD
Great Canadian Gaming Corp
-19906.00000000
USD
-629628.70000000
USD
Fujitsu Ltd
-9400.00000000
USD
-833112.78000000
USD
Derwent London PLC
-3367.00000000
USD
-154831.27000000
USD
IA FINANCIAL CORP INC
-740.00000000
USD
-35637.54000000
USD
Aeon Co Ltd
-13700.00000000
USD
-275648.82000000
USD
Inter Pipeline Ltd
-3095.00000000
USD
-51955.39000000
USD
Independence Group NL
42781.00000000
USD
187362.02000000
USD
H2O Retailing Corp
11100.00000000
USD
125890.97000000
USD
Brembo SpA
-114724.00000000
USD
-1220594.68000000
USD
Nippon Shinyaku Co Ltd
-1800.00000000
USD
-162389.93000000
USD
Etsy Inc
1590.00000000
USD
70739.10000000
USD
Legal & General Group PLC
-137173.00000000
USD
-468903.75000000
USD
M3 Inc
-14500.00000000
USD
-347468.70000000
USD
Marui Group Co Ltd
-800.00000000
USD
-17784.29000000
USD
Nexity SA
25050.00000000
USD
1296543.43000000
USD
Maruichi Steel Tube Ltd
4400.00000000
USD
120156.62000000
USD
Atlas Copco AB
-11791.00000000
USD
-365854.85000000
USD
NGK Insulators Ltd
-22700.00000000
USD
-348734.64000000
USD
Fincantieri SpA
-50486.00000000
USD
-53274.78000000
USD
Landis+Gyr Group AG
1975.00000000
USD
183385.11000000
USD
Japan Airport Terminal Co Ltd
-7200.00000000
USD
-355655.07000000
USD
FLSmidth & Co A/S
9412.00000000
USD
337358.03000000
USD
Fresnillo PLC
-4515.00000000
USD
-41713.07000000
USD
Macquarie Group Ltd
1593.00000000
USD
147093.49000000
USD
Keppel REIT
419900.00000000
USD
373255.28000000
USD
ICADE
-449.00000000
USD
-43967.57000000
USD
Lundin Petroleum AB
4405.00000000
USD
145885.07000000
USD
ProSiebenSat.1 Media SE
-1741.00000000
USD
-25708.59000000
USD
MS&AD Insurance Group Holdings Inc
15900.00000000
USD
513430.33000000
USD
Indra Sistemas SA
-6841.00000000
USD
-66084.80000000
USD
OCI NV
-11132.00000000
USD
-250295.97000000
USD
Nishi-Nippon Financial Holdings Inc
-4800.00000000
USD
-35569.06000000
USD
Hysan Development Co Ltd
33000.00000000
USD
130061.07000000
USD
Hays PLC
-339779.00000000
USD
-691473.28000000
USD
Gaztransport Et Technigaz SA
3175.00000000
USD
289681.99000000
USD
Nishi-Nippon Railroad Co Ltd
-4600.00000000
USD
-106731.02000000
USD
CCL Industries Inc
5507.00000000
USD
226660.44000000
USD
Park24 Co Ltd
-3700.00000000
USD
-87380.86000000
USD
Jardine Matheson Holdings Ltd
-1300.00000000
USD
-74114.32000000
USD
Hachijuni Bank Ltd/The
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Relo Group Inc
10500.00000000
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547213.00000000
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281500.00000000
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740128.00000000
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5100.00000000
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Kinden Corp
5700.00000000
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13700.00000000
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64400.00000000
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1450709.73000000
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40300.00000000
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Orora Ltd
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Kyushu Railway Co
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600.00000000
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157531.00000000
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450290.73000000
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2763.00000000
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851.00000000
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442.00000000
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17800.00000000
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6999.00000000
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9400.00000000
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349.00000000
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177323.40000000
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8600.00000000
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Kaneka Corp
10000.00000000
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332885.75000000
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12100.00000000
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STMicroelectronics NV
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32100.00000000
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36286.00000000
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9949.00000000
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455.00000000
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1226400.00000000
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13228.00000000
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160364.93000000
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ServiceMaster Global Holdings Inc
369.00000000
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14900.22000000
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Nokian Renkaat OYJ
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1500.00000000
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34447.19000000
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136000.00000000
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203301.89000000
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Mettler-Toledo International Inc
171.00000000
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120544.74000000
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John Wood Group PLC
135060.00000000
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SMC Corp/Japan
200.00000000
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HubSpot Inc
1911.00000000
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296396.10000000
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Sojitz Corp
6900.00000000
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21718.03000000
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Stroeer SE & Co KGaA
6111.00000000
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561975.00000000
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Nikon Corp
4700.00000000
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59926.41000000
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Telia Co AB
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Fortescue Metals Group Ltd
23772.00000000
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145499.43000000
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NN Group NV
12865.00000000
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490888.44000000
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New World Development Co Ltd
96000.00000000
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137321.80000000
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BRP Inc/CA
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13574.00000000
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397400.79000000
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Subsea 7 SA
80534.00000000
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Izumi Co Ltd
10800.00000000
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Magellan Financial Group Ltd
1565.00000000
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Kintetsu Group Holdings Co Ltd
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Lundin Mining Corp
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Japan Lifeline Co Ltd
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Shin-Etsu Chemical Co Ltd
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Kawasaki Kisen Kaisha Ltd
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Open Text Corp
1700.00000000
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Star Entertainment Grp Ltd/The
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Paylocity Holding Corp
848.00000000
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Melrose Industries PLC
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Travis Perkins PLC
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Rohm Co Ltd
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Spark Infrastructure Group
37319.00000000
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Taisho Pharmaceutical Holdings Co Ltd
13300.00000000
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Toyo Suisan Kaisha Ltd
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JXTG Holdings Inc
86000.00000000
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Thomson Reuters Corp
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TriNet Group Inc
241.00000000
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Weir Group PLC/The
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thyssenkrupp AG
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Ube Industries Ltd
6000.00000000
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Takeda Pharmaceutical Co Ltd
22700.00000000
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Wheaton Precious Metals Corp
31865.00000000
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Toromont Industries Ltd
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Yamaha Motor Co Ltd
500.00000000
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PSP Swiss Property AG
1959.00000000
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Shiga Bank Ltd/The
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Ubiquiti Inc
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Yoshinoya Holdings Co Ltd
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Wartsila OYJ Abp
3033.00000000
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Umicore SA
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Schroders PLC
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Vodafone Group PLC
319806.00000000
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Kobe Steel Ltd
89200.00000000
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Slack Technologies Inc
-46778.00000000
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WiseTech Global Ltd
6246.00000000
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Nagoya Railroad Co Ltd
-8300.00000000
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Nippon Express Co Ltd
6800.00000000
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SNC-Lavalin Group Inc
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Reliance Worldwide Corp Ltd
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UNITE Group PLC/The
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Kyocera Corp
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WestJet Airlines Ltd
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Recruit Holdings Co Ltd
10700.00000000
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Sekisui House Reit Inc
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Toho Gas Co Ltd
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Leroy Seafood Group ASA
103204.00000000
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Sydney Airport
-23510.00000000
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TV Asahi Holdings Corp
14100.00000000
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Wilmar International Ltd
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USS Co Ltd
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Yahoo Japan Corp
11900.00000000
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Industrivarden AB
12630.00000000
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NWS Holdings Ltd
80000.00000000
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United Internet AG
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Ryder System Inc
2465.00000000
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Wesfarmers Ltd
-3903.00000000
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New Relic Inc
1993.00000000
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Zalando SE
6200.00000000
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Shochiku Co Ltd
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Nippon Television Holdings Inc
23400.00000000
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TGS NOPEC Geophysical Co ASA
281.00000000
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TELUS Corp
92259.00000000
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Nippon Steel Corp
10100.00000000
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147414.80000000
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Toppan Printing Co Ltd
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Volkswagen AG
2349.00000000
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United Urban Investment Corp
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Nutrien Ltd
8316.00000000
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Pandora A/S
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Kajima Corp
14700.00000000
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TC Energy Corp
1464.00000000
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Halma PLC
28426.00000000
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Santen Pharmaceutical Co Ltd
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UDG Healthcare PLC
105439.00000000
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Tokyo Electron Ltd
700.00000000
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SSAB AB
19709.00000000
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Mondi PLC
-10290.00000000
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Minth Group Ltd
-8000.00000000
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Boskalis Westminster
-3239.00000000
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Obic Co Ltd
-500.00000000
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Persol Holdings Co Ltd
9200.00000000
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Norsk Hydro ASA
22329.00000000
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Teck Resources Ltd
37496.00000000
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Phoenix Group Holdings PLC
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ALS Ltd
13889.00000000
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Tokyu Corp
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TDK Corp
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Renishaw PLC
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Sembcorp Marine Ltd
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Asahi Kasei Corp
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CGG SA
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Shinsei Bank Ltd
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Tokai Carbon Co Ltd
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Quilter PLC
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Sartorius AG
1374.00000000
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Nomura Real Estate Master Fund Inc
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Veolia Environnement SA
34483.00000000
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Saab AB
5394.00000000
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Tokyo Broadcasting System Holdings Inc
25800.00000000
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Workman Co Ltd
-3500.00000000
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Sanwa Holdings Corp
60700.00000000
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UCB SA
3116.00000000
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Zenkoku Hosho Co Ltd
15300.00000000
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Otsuka Holdings Co Ltd
2300.00000000
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SOITEC
-2275.00000000
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Obayashi Corp
-2500.00000000
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Schindler Holding A.G.
1091.00000000
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Vicinity Centres
244026.00000000
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449184.09000000
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Tokio Marine Holdings Inc
1000.00000000
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Tritax Big Box REIT PLC
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Sumitomo Bakelite Co Ltd
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Sekisui House, Ltd.
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Yamato Kogyo Co Ltd
8800.00000000
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Zardoya Otis SA
21880.00000000
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Wendel SA
1419.00000000
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Odakyu Electric Railway Co Ltd
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Tokyo Gas Co Ltd
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Rational AG
838.00000000
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VAT Group AG
1816.00000000
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Electrolux AB
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Dai Nippon Printing Co Ltd
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Cochlear Ltd
1538.00000000
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DWS Group GmbH & Co KGaA
7698.00000000
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Denka Co Ltd
15600.00000000
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OMV AG
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Ferrari NV
501.00000000
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MAPLETREE COMMERICAL TRUST EXP 07NOV19
-14597.60000000
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Metro Inc
-48954.00000000
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LafargeHolcim Ltd
1465.00000000
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GEA Group AG
8985.00000000
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Swire Pacific Ltd
68500.00000000
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Snap-on Inc
150.00000000
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24400.50000000
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Tobu Railway Co Ltd
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Acerinox SA
58089.00000000
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Applus Services SA
30956.00000000
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Hino Motors Ltd
25400.00000000
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Grand City Properties SA
4997.00000000
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Bombardier Inc
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Swedish Match AB
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ABC-Mart Inc
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Aeon Mall Co Ltd
44700.00000000
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Stadler Rail AG
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Bank of Kyoto Ltd/The
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CECONOMY AG
-6588.00000000
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AEON Financial Service Co Ltd
44000.00000000
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Appen Ltd
-2697.00000000
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Banco Bilbao Vizcaya Argentaria SA
-29191.00000000
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Chugoku Bank Ltd/The
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Centrica PLC
106233.00000000
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Daito Trust Construction Co Ltd
2400.00000000
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Air Water Inc
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Downer EDI Ltd
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Dechra Pharmaceuticals PLC
33438.00000000
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Proximus SADP
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Assicurazioni Generali SpA
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Mabuchi Motor Co Ltd
700.00000000
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Cameco Corp
-12707.00000000
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Domino's Pizza Group PLC
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Pilot Corp
8000.00000000
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Ansell Ltd
1061.00000000
USD
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Deutsche Post AG
5332.00000000
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Bandai Namco Holdings Inc
-10200.00000000
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Benesse Holdings Inc
3500.00000000
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First Quantum Minerals Ltd
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dormakaba Holding AG
76.00000000
USD
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Eramet
742.00000000
USD
37178.83000000
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Hankyu Hanshin Holdings Inc
-700.00000000
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Green Dot Corp
1257.00000000
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36251.88000000
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Asahi Glass Co Ltd
4100.00000000
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Ichigo Inc
-52800.00000000
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Kansai Electric Power Co Inc/The
81400.00000000
USD
949622.80000000
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Hammerson PLC
-81168.00000000
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Euronext NV
4029.00000000
USD
325027.89000000
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Hill-Rom Holdings Inc
1491.00000000
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Freenet AG
16975.00000000
USD
376976.50000000
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Empire Co Ltd
-48947.00000000
USD
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Hirose Electric Co Ltd
-600.00000000
USD
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Helvetia Holding AG
-390.00000000
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Imerys SA
26270.00000000
USD
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Domain Holdings Australia Ltd
-7235.00000000
USD
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Hitachi Ltd
-3600.00000000
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Justsystems Corp
-10100.00000000
USD
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Juventus Football Club SpA
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HOCHTIEF AG
4308.00000000
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DCC PLC
1619.00000000
USD
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Mapletree Logistics Trust
-1244700.00000000
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HomeServe PLC
57636.00000000
USD
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IWG PLC
42997.00000000
USD
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Kerry Group PLC
3329.00000000
USD
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James Hardie Industries PLC
22394.00000000
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Dufry AG
3201.00000000
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GungHo Online Entertainment Inc
-3800.00000000
USD
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Japan Airlines Co Ltd
7100.00000000
USD
221250.82000000
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Keio Corp
-3200.00000000
USD
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Keihan Holdings Co Ltd
-12400.00000000
USD
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Koei Tecmo Holdings Co Ltd
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Intact Financial Corp
-14880.00000000
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Japan Retail Fund Investment Corp
-12.00000000
USD
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KION Group AG
-4729.00000000
USD
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Maruha Nichiro Corp
14700.00000000
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381792.92000000
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Lintec Corp
70600.00000000
USD
1482797.63000000
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Mineral Resources Ltd
-44167.00000000
USD
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Hitachi High-Technologies Corp
-500.00000000
USD
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Kusuri no Aoki Holdings Co Ltd
-6300.00000000
USD
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Nibe Industrier AB
21948.00000000
USD
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LEG Immobilien AG
617.00000000
USD
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Moneysupermarket.com Group PLC
84521.00000000
USD
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NEXTDC Ltd
-93971.00000000
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Onex Corp
-10216.00000000
USD
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Keikyu Corp
-25900.00000000
USD
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OZ Minerals Ltd
-13805.00000000
USD
-96323.41000000
USD
Mitsubishi Motors Corp
77400.00000000
USD
353392.99000000
USD
NET One Systems Co Ltd
-800.00000000
USD
-21568.45000000
USD
Pirelli & C SpA
-69281.00000000
USD
-400505.64000000
USD
Kao Corp
10300.00000000
USD
828106.06000000
USD
Royal Dutch Shell PLC
2295.00000000
USD
66527.65000000
USD
Rubis SCA
3317.00000000
USD
192344.93000000
USD
Fuji Media Holdings Inc
73800.00000000
USD
997229.35000000
USD
Nomura Holdings Inc
-50500.00000000
USD
-229521.58000000
USD
Hongkong Land Holdings Ltd
12800.00000000
USD
70315.44000000
USD
Orient Corp
-121700.00000000
USD
-177794.48000000
USD
REA Group Ltd
1321.00000000
USD
99140.18000000
USD
Nifco Inc/Japan
3400.00000000
USD
89746.01000000
USD
Qube Holdings Ltd
-208913.00000000
USD
-468404.07000000
USD
Platinum Asset Management Ltd
-5969.00000000
USD
-17046.03000000
USD
Konica Minolta Inc
11000.00000000
USD
80737.78000000
USD
Rotork PLC
193572.00000000
USD
755932.07000000
USD
Knorr-Bremse AG
-3029.00000000
USD
-305697.18000000
USD
Nissan Motor Co Ltd
114100.00000000
USD
720037.12000000
USD
Nitto Denko Corp
3200.00000000
USD
177042.26000000
USD
Nemetschek SE
7708.00000000
USD
393280.61000000
USD
Shimadzu Corp
1500.00000000
USD
40059.14000000
USD
Schindler Holding AG
430.00000000
USD
105348.43000000
USD
LendLease Group
-52432.00000000
USD
-677720.69000000
USD
Smith & Nephew PLC
8231.00000000
USD
176690.02000000
USD
SSP GROUP PLC
167333.00000000
USD
1379850.02000000
USD
Mazda Motor Corp
31900.00000000
USD
292852.06000000
USD
SKY Perfect JSAT Holdings Inc
52400.00000000
USD
216411.87000000
USD
ROLLS ROYCE HLDGS PLC PREFERRED STOCK
-1670582.00000000
USD
-2163.99000000
USD
Nomura Research Institute, Ltd.
-7700.00000000
USD
-163476.43000000
USD
Taiyo Yuden Co Ltd
-58900.00000000
USD
-1557664.88000000
USD
Puma SE
6494.00000000
USD
488523.90000000
USD
Tosoh Corp
2200.00000000
USD
30123.51000000
USD
Sumitomo Rubber Industries Ltd
16800.00000000
USD
222663.04000000
USD
Suntory Beverage & Food Ltd
1100.00000000
USD
47025.89000000
USD
Rolls-Royce Holdings PLC
-26647.00000000
USD
-245198.98000000
USD
SimCorp A/S
4076.00000000
USD
364711.31000000
USD
T&D Holdings Inc
36900.00000000
USD
410982.37000000
USD
Segro PLC
-52708.00000000
USD
-576588.89000000
USD
Signify NV
10375.00000000
USD
303988.07000000
USD
Toray Industries Inc
-60200.00000000
USD
-425441.73000000
USD
TUI AG
-27920.00000000
USD
-365256.84000000
USD
West Japan Railway Co
-300.00000000
USD
-26067.10000000
USD
Tohoku Electric Power Co Inc
55800.00000000
USD
573499.96000000
USD
Valeo SA
-2106.00000000
USD
-78428.88000000
USD
Teleperformance
785.00000000
USD
178103.47000000
USD
SES SA
-58688.00000000
USD
-1137661.07000000
USD
Suncorp Group Ltd
-6752.00000000
USD
-62688.92000000
USD
Tokyo Electric Power Co Holdings Inc
-59800.00000000
USD
-276942.28000000
USD
Sodexo SA
2510.00000000
USD
276021.06000000
USD
Swiss Life Holding AG
-542.00000000
USD
-271442.67000000
USD
SUMCO Corp
-50600.00000000
USD
-840509.63000000
USD
TFI International Inc
12713.00000000
USD
405105.62000000
USD
Sumitomo Heavy Industries Ltd
700.00000000
USD
21743.42000000
USD
SBM Offshore NV
-43975.00000000
USD
-758371.00000000
USD
Tomra Systems ASA
1821.00000000
USD
49081.93000000
USD
TeamViewer AG
-14782.00000000
USD
-390067.27000000
USD
West Fraser Timber Co Ltd
-4453.00000000
USD
-205897.58000000
USD
Yamato Holdings Co Ltd
65300.00000000
USD
1095251.31000000
USD
TPG Telecom Ltd
-94383.00000000
USD
-425400.42000000
USD
Y
Multi - See Part E
Multi - See Part E
2019-11-22
0.00000000
USD
0.00000000
USD
3282922.60000000
USD
-696013.97000000
N
N
N
Palantir Technologies, Inc., Series I
N/A
Palantir Technologies, Inc., Series I
000000000
326264.00000000
NS
USD
1879280.64000000
0.304443827210
Long
EP
CORP
US
Y
3
N
N
N
BlackRock Liquidity Funds
5493007YVNX55LTRQ706
BlackRock Liquidity Funds: T-Fund, Institutional Shares
09248U718
23608429.51000000
NS
USD
23608429.51000000
3.824570147468
Long
STIV
RF
US
N
1
N
N
N
Asx - Trade24
549300USWUR0S7VMM868
SPI 200 FUTURES DEC19 XSFE 20191219
000000000
-12.00000000
NC
13158.40000000
0.002131663345
N/A
DE
AU
N
1
Asx - Trade24
549300USWUR0S7VMM868
Short
S&P/ASX 200
XPZ9 Index
2019-12-19
-2010788.13000000
AUD
13158.40000000
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
TRS:BlackRock Global Long/Short Equity Fund - US Large Cap - BAML
000000000
3231.00000000
OU
Notional Amount
USD
0.03000000
0.000000004860
N/A
DE
US
N
2
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BlackRock Global Long/Short Equity Fund - US Large Cap - BAML
RTGLUSMLT
MEDIA GEN INC CVR COMMON STOCK
3231.00000000
USD
0.03000000
USD
Y
Multi - See Part E
Multi - See Part E
2023-02-17
0.00000000
USD
0.00000000
USD
3231.00000000
USD
-969.32000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
TRS:BlackRock Global Long/Short Equity Fund - DB
000000000
19661.00000000
OU
Notional Amount
USD
554035.42000000
0.089753845213
N/A
DE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
BlackRock Global Long/Short Equity Fund - DB
RTGLDBT
SimCorp A/S
2548.00000000
USD
227989.31000000
USD
Solarworld AG
10.00000000
USD
0.91000000
USD
Toho Gas Co Ltd
-2200.00000000
USD
-85686.83000000
USD
Lintec Corp
14600.00000000
USD
306640.87000000
USD
Lagardere SCA
4703.00000000
USD
105091.16000000
USD
Y
Multi - See Part E
Multi - See Part E
2023-02-20
0.00000000
USD
0.00000000
USD
19661.00000000
USD
-51583.55000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
9128283T5
60000000.00000000
PA
USD
59982555.00000000
9.717185513110
Long
DBT
UST
US
N
2
2020-01-31
Floating
1.64000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
9128285Y2
6575000.00000000
PA
USD
6567790.91000000
1.063983397902
Long
DBT
UST
US
N
2
2021-01-31
Floating
1.75000000
N
N
N
N
N
N
Nasdaq Nordic
N/A
OMXS30 IND FUTURE NOV19 XSTO 20191115
000000000
-1634.00000000
NC
-1048235.56000000
-0.16981436349
N/A
DE
SE
N
1
Nasdaq Nordic
N/A
Short
OMXS30 Index
QCX9 Index
2019-11-15
-273009901.95000000
SEK
-1048235.56000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
TRSWAP: SMZ9 FUTURE 20-DEC-2019
000000000
2476638.39000000
OU
Notional Amount
6423.79000000
0.001040655222
N/A
DE
DE
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Swiss Market Index
SMZ9 Index
Y
equity-performance leg
Fixed payment equal to the notional value in field C.11.f.iv.1
2019-12-20
0.00000000
CHF
0.00000000
CHF
2476638.39000000
CHF
6423.79000000
N
N
N
US TREASURY FRN
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
9128284K3
27000000.00000000
PA
USD
26984878.65000000
4.371555561293
Long
DBT
UST
US
N
2
2020-04-30
Floating
1.66000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT DEC19 XCME 20191220
000000000
70.00000000
NC
USD
2820.87000000
0.000456981485
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 EMINI Index
ESZ9 Index
2019-12-20
10622479.13000000
USD
2820.87000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
9128283B4
12000000.00000000
PA
USD
12000000.00000000
1.944002321297
Long
DBT
UST
US
N
2
2019-10-31
Floating
1.68000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
TRSWAP: SMZ9 FUTURE 20-DEC-2019
000000000
2123900.22000000
OU
Notional Amount
48790.13000000
0.007904010498
N/A
DE
DE
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Swiss Market Index
SMZ9 Index
Y
equity-performance leg
Fixed payment equal to the notional value in field C.11.f.iv.1
2019-12-20
0.00000000
CHF
0.00000000
CHF
2123900.22000000
CHF
48790.13000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TF6
35000000.00000000
PA
USD
34846547.05000000
5.645147362865
Long
DBT
UST
US
N
2
2020-02-13
None
0.00000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT DEC19 XMOD 20191219
000000000
-68.00000000
NC
-21301.56000000
-0.00345085684
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
S&P/TSX 60 Index
PTZ9 Index
2019-12-19
-13366583.72000000
CAD
-21301.56000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796SM2
28000000.00000000
PA
USD
27794631.76000000
4.502735721752
Long
DBT
UST
US
N
2
2020-04-23
None
0.00000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR DEC19 XOSE 20191212
000000000
73.00000000
NC
279835.51000000
0.045333406751
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPZ9 Index
2019-12-12
1187785563.00000000
JPY
279835.51000000
N
N
N
EURONEXT PARIS MONEP
969500HMVSZ0TCV65D58
CAC40 10 EURO FUT NOV19 XPAR 20191115
000000000
-39.00000000
NC
14022.80000000
0.002271696312
N/A
DE
FR
N
1
EURONEXT PARIS MONEP
969500HMVSZ0TCV65D58
Short
CAC 40 Index
CFX9 Index
2019-11-15
-2246103.12000000
EUR
14022.80000000
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDX FUTR NOV19 XMRV 20191115
000000000
190.00000000
NC
-15296.22000000
-0.00247799059
N/A
DE
ES
N
1
Meff Financial Derivatives
N/A
Long
IBEX 35 Index
IBX9 Index
2019-11-15
17641154.90000000
EUR
-15296.22000000
N
N
N
AliphCom, Series 8
N/A
AliphCom, Series 8
000000000
823530.00000000
NS
USD
8.24000000
0.000001334881
Long
EP
CORP
US
Y
3
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X96
925000.00000000
PA
USD
924494.14000000
0.149768229515
Long
DBT
UST
US
N
2
2020-05-15
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284J6
1655000.00000000
PA
USD
1661141.61000000
0.269105262153
Long
DBT
UST
US
N
2
2020-04-30
Fixed
2.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796WH8
38000000.00000000
PA
USD
37939141.86000000
6.146148320321
Long
DBT
UST
US
N
2
2019-12-10
None
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
TRSWAP: SMZ9 FUTURE 20-DEC-2019
000000000
1823153.46000000
OU
Notional Amount
39151.87000000
0.006342610513
N/A
DE
DE
N
2
MORGAN STANLEY & CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Swiss Market Index
SMZ9 Index
Y
equity-performance leg
Fixed payment equal to the notional value in field C.11.f.iv.1
2019-12-20
0.00000000
CHF
0.00000000
CHF
1823153.46000000
CHF
39151.87000000
N
N
N
AliphCom, Series 6
N/A
AliphCom, Series 6
000000000
8264.00000000
NS
USD
0.08000000
0.000000012960
Long
EP
CORP
US
Y
3
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
9128286Q8
12065000.00000000
PA
USD
12049504.68000000
1.952022089033
Long
DBT
UST
US
N
2
2021-04-30
Floating
1.77000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
FTSE 100 IDX FUT DEC19 IFLL 20191220
000000000
-249.00000000
NC
21787.39000000
0.003529561394
N/A
DE
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
FTSE 100 Index
Z Z9 Index
2019-12-20
-18059359.69000000
GBP
21787.39000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX FUTURE DEC19 XEUR 20191220
000000000
55.00000000
NC
769677.68000000
0.124687933047
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
DAX Index
GXZ9 Index
2019-12-20
17038454.10000000
EUR
769677.68000000
N
N
N
Illumio Inc., Series C
N/A
Illumio Inc., Series C
000000000
466730.00000000
NS
USD
1983602.50000000
0.321343988710
Long
EP
CORP
US
Y
3
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
9128284K3
13300000.00000000
PA
USD
13292551.34000000
2.153395888409
Long
DBT
UST
US
N
2
2020-04-30
Floating
1.67000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TR0
2405000.00000000
PA
USD
2387986.28000000
0.386854239295
Long
DBT
UST
US
N
2
2020-04-16
None
0.00000000
N
N
N
N
N
N
2020-06-05
BlackRock Funds
Ann Frechette
Ann Frechette
Assistant Treasurer